MaPhySto
The Danish National Research Foundation:
Network in Mathematical Physics and Stochastics

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Funded by The Danish National Research Foundation

Seminar

Abstract
This talk describes a complete solution to the following two related questions. Which Levy processes have the property that their probability of being positive at time t tends to 1 as t tends to 0? Which Levy processes have the property that the probability that they leave a symmetric interval [-r,r] on the positive side tends to 1 as r tends to 0?

Contact person:Goran Peskir.