Local times of additive Lévy processes.

DOI10.1016/S0304-4149(02)00237-5zbMath1075.60520OpenAlexW2158989839MaRDI QIDQ2574556

Davar Khoshnevisan, Yimin Xiao, Yuquan Zhong

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00237-5

zbMATH Keywords

laws of the iterated logarithmadditive and strictly stable Lévy processeslocal and uniform Hölder estimates

Mathematics Subject Classification ID

Sample path properties (60G17) Local time and additive functionals (60J55) Markov processes (60J99)

Related Items (21)

Small deviations for admixture additive \& multiplicative processes ⋮ Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks ⋮ Large deviations and laws of the iterated logarithm for the local times of additive stable processes ⋮ Semi-linear stochastic difference equations ⋮ Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes ⋮ Some path properties of generalized Lévy sheet ⋮ Level sets of multiparameter stable processes ⋮ On the local time of Gaussian and Lévy processes ⋮ Uniform dimension results for the inverse images of symmetric Lévy processes ⋮ Expected waiting time in symmetric polling systems with correlated walking times ⋮ Higher-order Hamilton dynamics and Hamilton-Jacobi divergence PDE ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ Constrained variational problems governed by second-order Lagrangians ⋮ Maximal speed of particles in super-lévy process ⋮ Self-similar stochastic processes with stationary increments as limits of particle systems ⋮ Uniform Hausdorff dimension result for the inverse images of stable Lévy processes ⋮ Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks ⋮ Lévy processes: capacity and Hausdorff dimension ⋮ Self-intersection local times of additive processes: large deviation and law of the iterated logarithm ⋮ Patterns in Random Walks and Brownian Motion ⋮ Joint continuity of the local times of fractional Brownian sheets

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