Local time penalizations with various clocks for Lévy processes

DOI10.1214/23-EJP903MaRDI QIDQ2685142FDOQ2685142

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

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zbMATH Keywords

penalization conditioning limit theorem one-dimensional Lévy process

Mathematics Subject Classification ID

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

Cites Work

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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
Local time penalizations with various clocks for L\'{e}vy processes
Sample path behaviors of Lévy processes conditioned to avoid zero
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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