Distribution of the occupation time for a Lévy process at passage times at 0
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Publication:1805747
DOI10.1016/S0304-4149(97)00106-3zbMath0932.60056OpenAlexW2071694345MaRDI QIDQ1805747
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00106-3
Processes with independent increments; Lévy processes (60G51) Local time and additive functionals (60J55)
Cites Work
- On the distribution of the Hilbert transform of the local time of a symmetric Lévy process
- Occupation time distributions for Lévy bridges and excursions
- On the arc-sine laws for Lévy processes
- Ladder variables for a continuous time stochastic process
- An extension of Vervaat's transformation and its consequences
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