An Analog of Local Time for a Class of Lévy Processes

DOI10.1007/S10958-024-07070-8MaRDI QIDQ6490284zbMATH OpenFDO

Authors

Publication date 23 April 2024

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10958-024-07070-8

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

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Cites work

• Approximation of a Wiener process local time by functionals of random walks
• scientific article; zbMATH DE number 818203 (Why is no real title available?)

Cited in

(2)

• On the local time of Gaussian and Lévy processes
• Probabilistic representation for the resolvent of a fractional differential operator

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