Answered step by step
Verified Expert Solution
Question
1 Approved Answer
8. Consider the Levy process X, such that X - X, ~ [(k(t - s), 0) vt > > > 0, where k, 0 >
8. Consider the Levy process X, such that X - X, ~ [(k(t - s), 0) vt > > > 0, where k, 0 > 0 and (k(t - s), 0) is the Gamma distribution with density p(x) = (r(k)(*)-1k-le-2/0. Choose the correct statements about the process X. EX, = KO The characteristic exponent wx (u) of X, can be represented as vx(u) = iug + f(ex - 1) v(dx), where a = const and v(x) is the Levy measure X, is continuous OX, is a subordinater
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started