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

DOI10.2307/3318760MaRDI QIDQ1590230zbMATH OpenOpenAlexFDO

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

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)

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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

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