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Bibliographic Details
Main Author: Iba, Kohki
Format: Preprint
Published: 2025
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.