Talk:Lévy process

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[edit] Lévy-Khintchine representation

I didn't get this part. There are many terms that are used without previous definition, and the conclusion so one can see that a purely continuous Lévy process is a Brownian motion with drift is in apparent contradiction with the article Infinite divisibility (probability), where it's implied that we could generate a Lévy process using the Cauchy distribution, that would not generate a tame Brownian motion but a wild Lévy flight. Albmont 17:54, 29 October 2007 (UTC)

Ok, now I get it. See these lectures by Álvaro Cartea. In short, all other Lévy processes are (everywhere) discontinuous. The Cauchy process would be discontinuous everywhere too. Albmont (talk) 20:30, 19 November 2007 (UTC)