scientific article; zbMATH DE number 1059747

MaRDI QIDQ4353850zbMATH OpenFDO

Authors In-Suk Wee

Publication date 25 May 1998

zbMATH Keywords

local timeLévy process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Local time and additive functionals (60J55) Markov processes (60J99)

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Cited in

(5)

• On the distribution of the Hilbert transform of the local time of a symmetric Lévy process
• Mid-concavity of survival probability for isotropic Lévy processes
• The most visited sites of certain Lévy processes
• Heavy tails of a Lévy process and its maximum over a random time interval
• Large deviations for the maximum local time of stable Lévy processes

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