Continuity of local times for L�vy processes
From MaRDI portal
Publication:5186512
DOI10.1007/BF00532583zbMath0561.60076OpenAlexW2007759734MaRDI QIDQ5186512
Publication date: 1985
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00532583
Martingales with continuous parameter (60G44) Sample path properties (60G17) Local time and additive functionals (60J55)
Related Items
On the continuity of local times of Borel right Markov processes, Brownian motion on the Sierpinski gasket, Transformation de Fourier et temps d'occupation browniens. (Fourier transformation and Brownian occupation time), Some path properties of generalized Lévy sheet, Rough path properties for local time of symmetric \(\alpha\) stable process, The Evolution of the Cover Time, A local-time correspondence for stochastic partial differential equations, Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part, On L\'evy processes conditioned to avoid zero, Occupation time problems for fractional Brownian motion and some other self-similar processes, Local times of additive Lévy processes., On the character of convergence to Brownian local time. I
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On tail probabilities for martingales
- Local times for a class of Markoff processes
- Séminaire de probabilités. V. Université de Strasbourg
- A property of Brownian motion paths
- Sojourn times of diffusion processes
- A Hölder condition for Brownian local time
- The local structure of the sample paths of asymmetric cauchy processes
- [https://portal.mardi4nfdi.de/wiki/Publication:3880008 Zero-one laws for the excursions and range of a L�vy process]
- Unbounded local times
- Local times for Markov processes
- Hitting probabilities of single points for processes with stationary independent increments
- Random Walks and A Sojourn Density Process of Brownian Motion