NUMBER OF JUMPS FOR SAMPLE FUNCTIONS OF LEVY PROCESSES
NADIA MIRELA STOIAN Department of Mathematical Analysis and Probability, âTransilvania University of Brasovâ, Iuliu Maniu 50, Brasov 500091, ROMANIA, e-mail: Nadia_Stoian@yahoo.com, nadia.stoian@unitbv.ro
The structure of jumps of a Levy process is determined by its Levy (or characteristic) measure. For an n-dimensional Levy process, the Levy measure of D â Rn is given by the expected number, per unit time, of jumps whose size belongs to D.
