Two-point local time penalizations with various clocks for Lévy processes

Fuente: arXiv
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Main Authors: Iba, Kohki, Yano, Kouji
Format: Preprint
Published: 2024
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author Iba, Kohki
Yano, Kouji
author_facet Iba, Kohki
Yano, Kouji
contents Long-time limit of one-dimensional Lévy processes weighted and normalized with respect to the exponential functional of two-point local times are studied. The limit processes may vary according to the choice of random clocks.
format Preprint
id arxiv_https___arxiv_org_abs_2404_06759
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Two-point local time penalizations with various clocks for Lévy processes
Iba, Kohki
Yano, Kouji
Probability
Long-time limit of one-dimensional Lévy processes weighted and normalized with respect to the exponential functional of two-point local times are studied. The limit processes may vary according to the choice of random clocks.
title Two-point local time penalizations with various clocks for Lévy processes
topic Probability
url https://arxiv.org/abs/2404.06759