Cover Image

Optimal estimation of local time and occupation time measure for an α-stable Levy process

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Amorino, Chiara, Jaramillo, Arturo, Podolskij, Mark
Format:	Preprint
Published:	2022
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Quantitative and stable limits of high-frequency statistics of Lévy processes: a Stein's method approach
by: Amorino, Chiara, et al.
Published: (2023)

Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
by: Amorino, Chiara, et al.
Published: (2024)

Kinetic interacting particle system: parameter estimation from complete and partial discrete observations
by: Amorino, Chiara, et al.
Published: (2024)

On the role of symmetry for staircase mechanisms in local differential privacy efficiency across different privacy regimes
by: Amorino, Chiara, et al.
Published: (2026)

Fractional interacting particle system: drift parameter estimation via Malliavin calculus
by: Amorino, Chiara, et al.
Published: (2025)

Two-point local time penalizations with various clocks for Lévy processes
by: Iba, Kohki, et al.
Published: (2024)

Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
by: Amorino, Chiara, et al.
Published: (2024)

Multi-point local time penalizations with various clocks for one-dimensional Lévy processes
by: Iba, Kohki
Published: (2025)

Series expansions for SPDEs with symmetric $α$-stable Lévy noise
by: Balan, Raluca M., et al.
Published: (2024)

Small ball probability of collision local time for symmetric stable processes
by: Hong, Minhao, et al.
Published: (2026)

Estimates of $mm$-entropy of a stable Lévy process
by: Khamzin, Viktor, et al.
Published: (2026)

Stationary fluctuation for the occupation time of the multi-species stirring process
by: Xue, Xiaofeng
Published: (2025)

Dichotomy in the small-time asymptotics of spectral heat content for Lévy processes
by: Lee, Jaehun, et al.
Published: (2025)

$α$-stable Lévy processes entering the half space or a slab
by: Kyprianou, Andreas E., et al.
Published: (2024)

$L^2$-exponential ergodicity of stochastic Hamiltonian systems with $α$-stable Lévy noises
by: Jianhai, Bao, et al.
Published: (2024)

Tails of extinction time and maximal displacement for critical branching killed Lévy process
by: Hou, Haojie, et al.
Published: (2024)

Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes
by: Foss, Sergey, et al.
Published: (2023)

Adaptive minimax estimation for discretely observed Lévy processes
by: Duval, Céline, et al.
Published: (2024)

Nonparametric density estimation for the small jumps of Lévy processes
by: Duval, Céline, et al.
Published: (2024)

Regular occupation measures of Volterra processes
by: Friesen, Martin
Published: (2024)

Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs
by: Amorino, Chiara, et al.
Published: (2024)

Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators
by: Iuliano, Antonella, et al.
Published: (2024)

A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes
by: Kobayashi, Kei, et al.
Published: (2023)

Factorization by extremal privacy mechanisms: new insights into efficiency
by: Amorino, Chiara, et al.
Published: (2025)

SPDEs with time-independent Lévy colored noise
by: Balan, Raluca M., et al.
Published: (2026)

Gradient estimates for semigroups associated with stochastic differential equations driven by cylindrical Lévy processes
by: Dang, Thanh, et al.
Published: (2024)

Dirichlet heat kernel estimates for rectilinear stable processes
by: Chen, Zhen-Qing, et al.
Published: (2023)

Quantitative approximation to density dependent SDEs driven by $α$-stable processes
by: Song, Ke, et al.
Published: (2025)

SDEs with subcritical Lebesgue--Hölder drift and driven by $α$-stable processes
by: Tian, Rongrong, et al.
Published: (2025)

Fractional derivatives of local times for some Gaussian processes
by: Hong, Minhao, et al.
Published: (2024)

On the mean exit time from a ball for a symmetric stable process
by: Ryznar, Michal
Published: (2025)

Notes on stochastic integration theory with respect to càdlàg semimartingales and a brief introduction to Lévy processes
by: Bosch, Mark van den
Published: (2024)

Optimal bound for survival time of the SIRS process on star graphs
by: Lam, Phuc, et al.
Published: (2024)

Dirichlet heat kernel estimates for isotropic Levy processes with Gaussian components in Lipschitz open sets
by: Wang, Jie-Ming
Published: (2025)

Supercritical McKean-Vlasov SDE driven by cylindrical $α$-stable process
by: Hao, Zimo, et al.
Published: (2024)

Unbiased approximation of the ergodic measure for piecewise $α$-stable Ornstein-Uhlenbeck processes arising in queueing networks
by: Jin, Xinghu, et al.
Published: (2024)

The stochastic heat inclusion with fractional time driven by time-space Brownian and Lévy white noise
by: Draouil, Olfa, et al.
Published: (2025)

Inhomogeneous central limit theorems for the voter model occupation times
by: Xue, Xiaofeng
Published: (2026)

Nonequilibrium fluctuations for the occupation time of the SSEP in $d \geq 2$
by: Xu, Tiecheng, et al.
Published: (2025)

Equilibrium moderate deviations for occupation times of SSEP on regula trees
by: Xue, Xiaofeng
Published: (2024)