Local times of additive Lévy processes.
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Publication:2574556
DOI10.1016/S0304-4149(02)00237-5zbMath1075.60520OpenAlexW2158989839MaRDI QIDQ2574556
Davar Khoshnevisan, Yimin Xiao, Yuquan Zhong
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00237-5
laws of the iterated logarithmadditive and strictly stable Lévy processeslocal and uniform Hölder estimates
Related Items (21)
Small deviations for admixture additive \& multiplicative processes ⋮ Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks ⋮ Large deviations and laws of the iterated logarithm for the local times of additive stable processes ⋮ Semi-linear stochastic difference equations ⋮ Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes ⋮ Some path properties of generalized Lévy sheet ⋮ Level sets of multiparameter stable processes ⋮ On the local time of Gaussian and Lévy processes ⋮ Uniform dimension results for the inverse images of symmetric Lévy processes ⋮ Expected waiting time in symmetric polling systems with correlated walking times ⋮ Higher-order Hamilton dynamics and Hamilton-Jacobi divergence PDE ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ Constrained variational problems governed by second-order Lagrangians ⋮ Maximal speed of particles in super-lévy process ⋮ Self-similar stochastic processes with stationary increments as limits of particle systems ⋮ Uniform Hausdorff dimension result for the inverse images of stable Lévy processes ⋮ Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks ⋮ Lévy processes: capacity and Hausdorff dimension ⋮ Self-intersection local times of additive processes: large deviation and law of the iterated logarithm ⋮ Patterns in Random Walks and Brownian Motion ⋮ Joint continuity of the local times of fractional Brownian sheets
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