On local times of a symmetric stable process as a doubly indexed process

DOI10.2307/3318760zbMATH Open0966.60046OpenAlexW2074193252MaRDI QIDQ1590230FDOQ1590230

Authors: Nathalie Eisenbaum 

Publication date: 6 August 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1081282693

Recommendations

• scientific article; zbMATH DE number 19591
• On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process
• On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process
• Local time-space calculus for symmetric Lévy processes
• scientific article; zbMATH DE number 125759

zbMATH Keywords

local timesymmetric stable processdoubly indexed processItô formula

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Cited In (4)

• Tanaka Formula for Symmetric Lévy Processes
• The Tanaka formula for symmetric stable processes with index \(\alpha\), \(0<\alpha<2\)
• On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process
• On some Markov processes related to a symmetric \(\alpha\)-stable process

This page was built for publication: On local times of a symmetric stable process as a doubly indexed process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1590230)