The local time of the Markov processes of Ornstein-Uhlenbeck type

DOI10.1016/J.SPL.2012.03.003MaRDI QIDQ449373zbMATH OpenOpenAlexFDO

Authors Jing Zheng, Changqing Tong, Zhengyan Lin

Publication date 30 August 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.03.003

zbMATH Keywords

local timeMarkov process of Ornstein-Uhlenbeck typeLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Local time and additive functionals (60J55)

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Cites work

• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• scientific article; zbMATH DE number 3416765 (Why is no real title available?)
• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
• First exit times of SDEs driven by stable Lévy processes
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Occupation densities
• On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
• Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type

Cited in

(8)

• Explicit formula for the density of local times of Markov jump processes
• On exit times of Levy-driven Ornstein-Uhlenbeck processes
• The local time of the fractional Ornstein-Uhlenbeck process
• Local time of an Ornstein–Uhlenbeck particle
• Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes
• scientific article; zbMATH DE number 219864 (Why is no real title available?)
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• On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process

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