Penalising symmetric stable Lévy paths

DOI10.2969/JMSJ/06130757zbMath1180.60008arXiv0807.4336OpenAlexW1972693944WikidataQ58331058 ScholiaQ58331058MaRDI QIDQ841225

Marc Yor, Kouji Yano, Yuko Yano

Publication date: 15 September 2009

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.4336

zbMATH Keywords

penalizationlocal timestable processexcursion measure

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Stable stochastic processes (60G52)

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