A decomposition for additive functionals of Lévy processes
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Publication:2253853
DOI10.1016/j.spa.2014.10.001zbMath1322.60054arXiv1309.0142OpenAlexW2062883549MaRDI QIDQ2253853
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
Fourier transformweak convergenceLévy processesadditive functionalscharacteristic exponentrelativistic stable processes
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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