Uniform control of local times of spectrally positive stable processes

DOI10.1214/17-AAP1370zbMATH Open1402.60056arXiv1609.06707MaRDI QIDQ1617136FDOQ1617136

Authors: Soumik Pal, Douglas Rizzolo, Matthias Winkel, Noah Mills Forman 

Publication date: 7 November 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked by a random path. The second gives moment control on the H"older constant of the local times, uniformly across a compact spatial interval and in certain random time intervals. For the latter, we introduce the notion of a L'evy process restricted to a compact interval, which is a variation of Lambert's L'evy process confined in a finite interval and of Pistorius' doubly reflected process. We use the results of this paper to exhibit a class of path-continuous branching processes of Crump-Mode-Jagers type with continuum genealogical structure. A further motivation for this study lies in the construction of diffusion processes in spaces of interval partitions and R-trees, which we explore in forthcoming articles.

Full work available at URL: https://arxiv.org/abs/1609.06707

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zbMATH Keywords

stable processsquared Bessel processesexcursion theoryCMJ processlocal time approximationHölder continuityrestricted Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

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Cited In (12)

• Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\)
• Diffusions on a space of interval partitions: construction from marked Lévy processes
• Stochastic Volterra equations for the local times of spectrally positive stable processes
• Squared Bessel processes of positive and negative dimension embedded in Brownian local times
• The Aldous chain on cladograms in the diffusion limit
• Polynomial mixing time of edge flips on quadrangulations
• Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
• A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
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