Local time penalizations with various clocks for Lévy processes

DOI10.1214/23-EJP903MaRDI QIDQ2685142zbMATH OpenFDO

Authors Shosei Takeda, Kouji Yano

Publication date 19 February 2023

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2203.08428, https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Local-time-penalizations-with-various-clocks-for-L%c3%a9vy-processes/10.1214/23-EJP903.full

zbMATH Keywords

conditioninglimit theoremone-dimensional Lévy processpenalization

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Processes with independent increments; Lévy processes (60G51)

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Cited in

(6)

• On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
• Local time penalizations with various clocks for one-dimensional diffusions
• MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022
• Local time penalizations with various clocks for L\'{e}vy processes
• Sample path behaviors of Lévy processes conditioned to avoid zero
• Two-point local time penalizations with various clocks for Lévy processes

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