<?xml version="1.0" encoding="UTF-8"?>
<OAI-PMH xmlns="http://www.openarchives.org/OAI/2.0/"
         xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
         xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/ http://www.openarchives.org/OAI/2.0/OAI-PMH.xsd">
<ListRecords>
<oai_dc:dc xmlns="http://www.openarchives.org/OAI/2.0/oai_dc/"
           xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/"
           xmlns:dc="http://purl.org/dc/elements/1.1/"
           xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
           xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
   	<dc:title>A Characterization of the Finiteness of Perpetual Integrals of Levy Processes</dc:title>
   	<dc:creator>Kolb, Martin</dc:creator>
   	<dc:creator>Savov, Mladen</dc:creator>
   	<dc:subject>L ́evy processes</dc:subject>
   	<dc:subject>Perpetual integrals</dc:subject>
   	<dc:subject>Potential measures</dc:subject>
   	<dc:description>We derive a criterium for the almost sure finiteness of perpetual integrals of L ́evy
processes for a class of real functions including all continuous functions and for general one-
dimensional L ́evy processes that drifts to plus infinity. This generalizes previous work of D ̈oring
and Kyprianou, who considered L ́evy processes having a local time, leaving the general case as an
open problem. It turns out, that the criterium in the general situation simplifies significantly in
the situation, where the process has a local time, but we also demonstrate that in general our cri-
terium can not be reduced. This answers an open problem posed in D ̈oring, L. and Kyprianou, A.
(2015).</dc:description>
   	<dc:publisher>Bernoulli Society for Mathematical Statistics and Probability</dc:publisher>
   	<dc:date>2020</dc:date>
   	<dc:type>info:eu-repo/semantics/article</dc:type>
   	<dc:type>doc-type:article</dc:type>
   	<dc:type>text</dc:type>
   	<dc:type>http://purl.org/coar/resource_type/c_6501</dc:type>
   	<dc:identifier>https://ris.uni-paderborn.de/record/33282</dc:identifier>
   	<dc:source>Kolb M, Savov M. A Characterization of the Finiteness of Perpetual Integrals of Levy Processes. &lt;i&gt;Bernoulli&lt;/i&gt;. 2020;26(2):1453-1472. doi:&lt;a href=&quot;https://doi.org/10.48550/arXiv.1903.03792&quot;&gt;https://doi.org/10.48550/arXiv.1903.03792&lt;/a&gt;</dc:source>
   	<dc:language>eng</dc:language>
   	<dc:relation>info:eu-repo/semantics/altIdentifier/doi/https://doi.org/10.48550/arXiv.1903.03792</dc:relation>
   	<dc:rights>info:eu-repo/semantics/closedAccess</dc:rights>
</oai_dc:dc>
</ListRecords>
</OAI-PMH>
