Two-point local time penalizations with various clocks for Lévy processes
Fuente:
arXiv
Salvato in:
| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866914778351403008 |
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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 |