Local time-space calculus for symmetric Lévy processes

DOI10.1016/J.SPA.2011.05.011MaRDI QIDQ554450zbMATH OpenOpenAlexFDO

Authors Alexander Walsh

Publication date 4 August 2011

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2011.05.011

zbMATH Keywords

symmetric stable processstochastic calculuslocal time-space calculusItô formulaLévy process

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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• On Itô's formula for elliptic diffusion processes
• On the parabolic generator of a general one-dimensional Lévy process
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• Time reversal on Lévy processes
• Zeroes of Infinitely Divisible Densities

Cited in

(11)

• On the Hilbert transform of the local times of a Lévy process
• On the regularity of the local times of a class of symmetric lévy processes
• Extended Itô calculus for symmetric Markov processes
• Stochastic calculus over symmetric Markov processes with time reversal
• scientific article; zbMATH DE number 2078181 (Why is no real title available?)
• Mini-workshop: Local time-space calculus with applications
• Local Time-Space Calculus for Reversible Semimartingales
• A potential theoretic approach to Tanaka formula for asymmetric Lévy processes
• Stochastic integration with respect to additive functionals of zero quadratic variation
• Local time-space stochastic calculus for Lévy processes
• On local times of a symmetric stable process as a doubly indexed process

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