Multi-point local time penalizations with various clocks for one-dimensional Lévy processes
Fuente:
arXiv
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| Main Author: | |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866913920116064256 |
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| author | Iba, Kohki |
| author_facet | Iba, Kohki |
| contents | We study the penalization problem with various clocks where the weight is given as the exponential functional of multi-point local times for one-dimensional Lévy processes. The limit processes may vary according to the choice of random clock, and are singular to the original process. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_00457 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Multi-point local time penalizations with various clocks for one-dimensional Lévy processes Iba, Kohki Probability We study the penalization problem with various clocks where the weight is given as the exponential functional of multi-point local times for one-dimensional Lévy processes. The limit processes may vary according to the choice of random clock, and are singular to the original process. |
| title | Multi-point local time penalizations with various clocks for one-dimensional Lévy processes |
| topic | Probability |
| url | https://arxiv.org/abs/2507.00457 |