Question: 8. Consider the Levy process X, such that X - X, ~ [(k(t - s), 0) vt > > > 0, where k, 0 >

 8. Consider the Levy process X, such that X - X,

8. Consider the Levy process X, such that X - X, ~ [(k(t - s), 0) vt > > > 0, where k, 0 > 0 and (k(t - s), 0) is the Gamma distribution with density p(x) = (r(k)(*)-1k-le-2/0. Choose the correct statements about the process X. EX, = KO The characteristic exponent wx (u) of X, can be represented as vx(u) = iug + f(ex - 1) v(dx), where a = const and v(x) is the Levy measure X, is continuous OX, is a subordinater

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