On the local times of noise reinforced Bessel processes
From MaRDI portal
Publication:6159734
Abstract: We investigate the effects of noise reinforcement on a Bessel process of dimension , and more specifically on the asymptotic behavior of its additive functionals. This leads us to introduce a local time process and its inverse. We identify the latter as an increasing self-similar (time-homogeneous) Markov process, and from this, several explicit results can be deduced.
Recommendations
- Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V
- scientific article; zbMATH DE number 4147251
- On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\)
- scientific article; zbMATH DE number 5284401
- Publication:5753315
Cites work
- scientific article; zbMATH DE number 3602431 (Why is no real title available?)
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 1478492 (Why is no real title available?)
- scientific article; zbMATH DE number 1494219 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 3272022 (Why is no real title available?)
- A strong invariance principle for the elephant random walk
- A survey of random processes with reinforcement
- Aspects of Brownian motion
- Bernstein-gamma functions and exponential functionals of Lévy processes
- Central limit theorem for an additive functional of the fractional Brownian motion
- Conditioned stable Lévy processes and the Lamperti representation
- Counting the zeros of an elephant random walk
- Entrance from \(0+\) for increasing semi-stable Markov processes
- Ergodic Property of the Brownian Motion Process
- Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
- Exercises in Probability
- Gaussian approximation theorems for urn models and their applications
- Joint invariance principles for random walks with positively and negatively reinforced steps
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
- Local stationarity and simulation of self-affine intrinsic random functions
- Martingale functional central limit theorems for a generalized Pólya urn
- Noise reinforcement for Lévy processes
- On Kallianpur-Robbins law for fractional Brownian motion
- On Occupation Times for Markoff Processes
- On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\)
- On limit processes for a class of additive functional of recurrent diffusion processes
- On the density of exponential functionals of Lévy processes
- On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process
- Semi-stable Markov processes. I
- Stable Lévy Processes via Lamperti-Type Representations
- Sur les fonctionnelles exponentielles de certains processus de lévy
- Universality of noise reinforced Brownian motions
Cited in
(5)- scientific article; zbMATH DE number 5284401 (Why is no real title available?)
- A note on the \(\alpha\)-sun distribution
- Noise reinforced Lévy processes: Lévy-Itô decomposition and applications
- Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V
- Noise reinforcement for Lévy processes
This page was built for publication: On the local times of noise reinforced Bessel processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6159734)
