Imagen de Portada

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

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Iba, Kohki, Yano, Kouji
Formato:	Preprint
Publicado:	2024
Materias:	Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Conditionings to avoid points with various clocks for Lévy processes
por: Iba, Kohki, et al.
Publicado: (2024)

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

Conditioning to avoid bounded sets for a one-dimensional Lévy processes
por: Iba, Kohki
Publicado: (2025)

Hitting Probabilities of Finite Points for One-Dimensional Lévy Processes
por: Iba, Kohki
Publicado: (2026)

The asymptotic behavior of the renormalized zero resolvent of Lévy processes under regular variation conditions
por: Yano, Kouji, et al.
Publicado: (2025)

A cluster representation of the renewal Hawkes process
por: Ruíz, Luis Iván Hernández, et al.
Publicado: (2023)

Limit theorems for the fluctuation of the dynamic elephant random walk in the superdiffusive case
por: Tokumitsu, Go, et al.
Publicado: (2025)

The Law of Large Numbers for Time-inhomogeneous Markov Chains under General Conditions
por: Lau, Aaron, et al.
Publicado: (2026)

Optimal estimation of local time and occupation time measure for an α-stable Levy process
por: Amorino, Chiara, et al.
Publicado: (2022)

Supremum penalizations for Lévy processes
por: Takeda, Shosei
Publicado: (2025)

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

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

Dimensions of harmonic measures in percolation clusters on hyperbolic groups
por: Sakamoto, Kohki
Publicado: (2024)

Lévy processes with partially stochastic resetting
por: Palmowski, Zbigniew, et al.
Publicado: (2026)

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

Lévy processes resurrected in the positive half-line
por: Caballero, María Emilia, et al.
Publicado: (2024)

Recent developments in exponential functionals of Lévy processes
por: Minchev, Martin, et al.
Publicado: (2025)

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

Excursion theory for Markov processes indexed by Levy trees
por: Riera, Armand, et al.
Publicado: (2024)

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

Moments of additive martingales of branching Lévy processes and applications
por: Ren, Yan-Xia, et al.
Publicado: (2025)

Asymptotic behaviors of subcritical branching killed Lévy processes
por: Ren, Yan-Xia, et al.
Publicado: (2025)

Itô integral for a two-sided Lévy process
por: Balan, Raluca M., et al.
Publicado: (2026)

Two sided long-time optimization singular control problems for Lévy processes and Dynkin's games
por: Mordecki, Ernesto, et al.
Publicado: (2024)

On reflected Lévy processes with collapse
por: Boxma, Onno, et al.
Publicado: (2025)

Special times for the point set process of the Brownian Net
por: Kou, Ruibo
Publicado: (2025)

Local properties for $1$-dimensional critical branching Lévy process
por: Hou, Haojie, et al.
Publicado: (2024)

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

Volterra clocks and their pure-jump limits: hitting times of curved boundaries
por: Jaber, Eduardo Abi, et al.
Publicado: (2026)

Product systems arising from Lévy processe
por: Floricel, Remus, et al.
Publicado: (2024)

On a family of Levy processes without support in S'
por: Mendes, R. Vilela
Publicado: (2022)

Fluctuation theory for spectrally negative Lévy processes killed by additive functionals
por: Noba, Kei, et al.
Publicado: (2026)

Large deviations and almost sure convergence for the extremes of branching Lévy processes
por: Luo, Runjia, et al.
Publicado: (2025)

On ergodic property of some Lévy-type processes in $\mathbb{R}^d$
por: Mokanu, Yana
Publicado: (2025)

Uniform Wasserstein convergence of penalized Markov processes
por: Champagnat, Nicolas, et al.
Publicado: (2023)

Random Lévy Looptrees and Lévy Maps
por: Kortchemski, Igor, et al.
Publicado: (2024)

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

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

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

Stochastic optimal control of Lévy tax processes with bailouts
por: Ghanim, Dalal Al, et al.
Publicado: (2024)