Lévy measure density corresponding to inverse local time

DOI10.4171/PRIMS/113zbMATH Open1274.60151MaRDI QIDQ374587FDOQ374587

Authors: Tomoko Takemura, Matsuyo Tomisaki 

Publication date: 23 October 2013

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

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zbMATH Keywords

inverse local timeharmonic transformationLévy measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Local time and additive functionals (60J55)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Intrinsic ultracontractivity and small perturbation for one-dimensional generalized diffusion operators
• The parabolic differential equations and the associated semigroups of transformation
• Further examples of explicit Krein representations of certain subordinators
• Some explicit Krein representations of certain subordinators, including the gamma process
• \(h\) transform of one-dimensional generalized diffusion operators
• One-dimensional bi-generalized diffusion processes

Cited In (3)

• Asymptotic behavior of Lévy measure density corresponding to inverse local time
• Classes of infinitely divisible distributions and examples
• Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes

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