Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment

DOI10.1007/S10959-022-01191-ZzbMath1528.60107arXiv1703.08035MaRDI QIDQ6103740

Grégoire Véchambre

Publication date: 5 June 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.08035

zbMATH Keywords

diffusionlocal timerandom potentialLévy processrenewal processexponential functionalLévy process conditioned to stay positive

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Processes in random environments (60K37) Local time and additive functionals (60J55)

Related Items (1)

Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive

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