On a general theorem for additive Levy processes
Ming Yang

TL;DR
This paper presents a new general theorem for additive Levy processes, unifying and extending several existing theorems and addressing a long-standing conjecture in the field.
Contribution
The paper introduces a novel, comprehensive theorem for additive Levy processes that encompasses and implies multiple known results and a significant conjecture.
Findings
The new theorem unifies several existing results.
It implies a previously unproven conjecture.
The theorem advances understanding of additive Levy processes.
Abstract
We prove a new theorem on additive Levy processes and show that this theorem implies several proved theorems and a hard conjectured theorem.
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Taxonomy
TopicsStochastic processes and financial applications · advanced mathematical theories
