Local time penalizations with various clocks for Lévy processes
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- A global view of Brownian penalisations
- A potential theoretic approach to Tanaka formula for asymmetric Lévy processes
- Brownian Local Times and Taboo Processes
- Conditionings and path decompositions for Lévy processes
- Continuous additive functionals of a Markov process with applications to processes with independent increments
- Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part
- Fluctuations of Lévy processes with applications. Introductory lectures
- Hitting probabilities of single points for processes with stationary independent increments
- Infinitely divisible processes and their potential theory. I
- Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II
- Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I
- Local time penalizations with various clocks for one-dimensional diffusions
- On Lévy processes conditioned to avoid zero
- On Lévy processes conditioned to stay positive
- On \(h\)-transforms of one-dimensional diffusions stopped upon hitting zero
- On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes
- On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
- On the Potential Operator for One-Dimensional Recurrent Random Walks
- On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
- On universality in penalisation problems with multiplicative weights
- Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions
- Penalising symmetric stable Lévy paths
- Penalization of a positively recurrent diffusion by an exponential function of its local time
- Penalizing null recurrent diffusions
- Potential theory of random wlaks on Abelian groups
- Right inverses of nonsymmetric Lévy processes.
- Some penalisations of the Wiener measure
- Séminaire de Probabilités XXXVIII
- Tanaka Formula for Symmetric Lévy Processes
Cited in
(5)- Local time penalizations with various clocks for one-dimensional diffusions
- On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
- Sample path behaviors of Lévy processes conditioned to avoid zero
- Local time penalizations with various clocks for L\'{e}vy processes
- MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022
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