Local times for spectrally negative Lévy processes

DOI10.1007/s11118-018-09756-6zbMath1434.60211arXiv1705.01289OpenAlexW2611836795MaRDI QIDQ2183759

Bo Li, Xiao-Wen Zhou

Publication date: 27 May 2020

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.01289

zbMATH Keywords

local timeinverse local timepermanental processspectrally negative Lévy processweighted occupation timeMarkovian loop soup measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Local time and additive functionals (60J55)

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Cites Work

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