Path decomposition of a spectrally negative L\'evy process, and local time of a diffusion in this environment
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Publication:4619717
zbMath1406.60137arXiv1605.05084MaRDI QIDQ4619717
Publication date: 7 February 2019
Full work available at URL: https://arxiv.org/abs/1605.05084
Processes with independent increments; Lévy processes (60G51) Processes in random environments (60K37) Local time and additive functionals (60J55)
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Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment ⋮ Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive
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