A decomposition for additive functionals of Lévy processes

DOI10.1016/j.spa.2014.10.001zbMath1322.60054arXiv1309.0142OpenAlexW2062883549MaRDI QIDQ2253853

Luis Acuña Valverde

Publication date: 13 February 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.0142

zbMATH Keywords

Fourier transformweak convergenceLévy processesadditive functionalscharacteristic exponentrelativistic stable processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Related Items (2)

Heat content for stable processes in domains of \(\mathbb {R}^d\) ⋮ Heat content and small time asymptotics for Schrödinger operators on \(\mathbb R^d\)

Cites Work

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• Central limit theorem for an additive functional of the fractional Brownian motion. II.
• Estimates of Green function for relativistic \(\alpha\)-stable process
• Trace asymptotics for fractional Schrödinger operators
• Bessel potentials, hitting distributions and Green functions
• Lévy Processes and Stochastic Calculus
• Multiple Integrals of Symmetric Functions
• On the heat trace of schrödinger operators
• Heat trace of non-local operators
• Markov Processes, Gaussian Processes, and Local Times
• Measure Theory and Probability Theory

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