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| Main Author: | |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2507.00457 |
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Table of 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.