Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes
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Publication:2505479
zbMath1102.60066MaRDI QIDQ2505479
Shinzo Watanabe, Yuji Kasahara
Publication date: 26 September 2006
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Stable stochastic processes (60G52) Local time and additive functionals (60J55)
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Krein's strings whose spectral functions are of polynomial growth ⋮ On bivariate distributions of the local time of Itô-McKean diffusions ⋮ Spectral function of Krein's and Kotani's string in the class \(\Gamma\) ⋮ Time change approach to generalized excursion measures, and its application to limit theorems ⋮ Itô's excursion theory and its applications ⋮ Krein's strings with singular left boundary ⋮ Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line ⋮ Occupation time theorems for one-dimensional random walks and diffusion processes in random environments ⋮ Remarks on Krein-Kotani's correspondence between strings and Herglotz functions ⋮ Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps
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