Levy's distributional property for symmetric Levy processes

preprint2015arXivOpen access

We present the Levy's distributional property for symmetric Levy processes with generating triplet $(0, 0,ν)$ or $(σ>0, γ, ν)$ where $ν$ is a symmetric measure on $R\backslash\{0\}$ . This generalizes the classical Levy's theorem about Brownian motions with drift.

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Levy's distributional property for symmetric Levy processes

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