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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 505, Pages 5–16 (Mi znsl7120)  

This article is cited in 1 scientific paper (total in 1 paper)

An analogue of the local time for a certain class of Levy processes

T. E. Abildaev

Saint Petersburg State University
Full-text PDF (148 kB) Citations (1)
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Abstract: We consider a class of Levy processes that includes symmetric $\alpha$-stable processes for $\alpha \in (1,2)$. We obtain an analogue of the local time for this class of processes, study this analogue's properties and show that it can be considered as the generalization of the local time of symmetric stable process.
Key words and phrases: stochastic processes, Levy processes, stable processes, local time.
Received: 28.10.2021
Document Type: Article
UDC: 519.2
Language: Russian
Citation: T. E. Abildaev, “An analogue of the local time for a certain class of Levy processes”, Probability and statistics. Part 31, Zap. Nauchn. Sem. POMI, 505, POMI, St. Petersburg, 2021, 5–16
Citation in format AMSBIB
\Bibitem{Abi21}
\by T.~E.~Abildaev
\paper An analogue of the local time for a certain class of Levy processes
\inbook Probability and statistics. Part~31
\serial Zap. Nauchn. Sem. POMI
\yr 2021
\vol 505
\pages 5--16
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7120}
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  • https://www.mathnet.ru/eng/znsl7120
  • https://www.mathnet.ru/eng/znsl/v505/p5
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Full-text PDF :61
    References:30
     
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