Occupation times of general Lévy processes
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Publication:1692245
DOI10.1007/s10959-016-0690-8zbMath1408.60037arXiv1604.00097MaRDI QIDQ1692245
Publication date: 26 January 2018
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.00097
Laplace transform; Lévy processes; infinitely divisible distribution; strong Markov property; continuity theorem; occupation times
60G51: Processes with independent increments; Lévy processes