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Regularity of the half-line for Lévy processes. (English) Zbl 0883.60069
From the author’s abstract: Consider a real-valued Lévy process \(X\) started at zero. One says \(0\) is regular for \((0,\infty)\) if \(X\) enters \((0,\infty)\) immediately. If \(X\) has unbounded variation, \(0\) is regular. If \(X\) has bounded variation with drift \(\delta>0\), then also \(0\) is regular. The author characterizes in terms of the Lévy measure the regularity of zero for processes of bounded variation with zero drift.

MSC:
60J99 Markov processes
60G17 Sample path properties
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