Local time-space calculus for symmetric Lévy processes

DOI10.1016/J.SPA.2011.05.011zbMATH Open1231.60081OpenAlexW2045370223MaRDI QIDQ554450FDOQ554450

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

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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)

Cites Work

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• Itô's formula for \(C^{1,\lambda}\)-functions of a càdlàg process and related calculus
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• Tanaka Formula for Symmetric 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
• Title not available (Why is that?)
• Stochastic calculus over symmetric Markov processes with time reversal
• 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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