Central limit theorems for the L^2 norm of increments of local times of Lévy processes

DOI10.1214/EJP.V17-1740MaRDI QIDQ428610zbMATH OpenOpenAlexFDO

Authors Michael B. Marcus, Jay Rosen

Publication date 22 June 2012

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

Full work available at URL https://doi.org/10.1214/ejp.v17-1740

zbMATH Keywords

central limit theoremlocal time\(L^{2}\) norm of incrementsLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Local time and additive functionals (60J55)

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(9)

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• scientific article; zbMATH DE number 1059747 (Why is no real title available?)
• Tanaka Formula for Symmetric Lévy Processes
• \(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
• scientific article; zbMATH DE number 679786 (Why is no real title available?)
• Precise asymptotics for Lévy processes
• On layered stable processes
• On the distribution of the Hilbert transform of the local time of a symmetric Lévy process
• On critical cases in limit theory for stationary increments Lévy driven moving averages

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