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

DOI10.1214/EJP.V17-1740zbMATH Open1246.60038OpenAlexW2038118712MaRDI QIDQ428610FDOQ428610

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

Recommendations

• scientific article; zbMATH DE number 679786
• The law of the iterated logarithm for local time of a Lévy process
• \(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
• scientific article; zbMATH DE number 19591
• Large deviations of local times of Lévy processes

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)

Cited In (8)

• Title not available (Why is that?)
• Tanaka Formula for Symmetric Lévy Processes
• On layered stable processes
• On the distribution of the Hilbert transform of the local time of a symmetric Lévy process
• Title not available (Why is that?)
• Local time penalizations with various clocks for Lévy processes
• Precise asymptotics for Lévy processes
• \(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes

This page was built for publication: Central limit theorems for the \(L^{2}\) norm of increments of local times of Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q428610)