NUMBER OF JUMPS FOR SAMPLE FUNCTIONS OF LEVY PROCESSES
NADIA MIRELA STOIAN
Department of Mathematical Analysis and Probability, “Transilvania University of Brasov”, Iuliu Maniu 50, Brasov 500091, ROMANIA, e-mail: Nadia_Stoian@yahoo.com, nadia.stoian@unitbv.ro
Abstract
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 ⊂ Rn is given by the expected number, per unit time, of jumps whose size belongs to D.