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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 505, Pages 5–16
(Mi znsl7120)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/znsl7120 https://www.mathnet.ru/eng/znsl/v505/p5
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Abstract page: | 133 | Full-text PDF : | 61 | References: | 30 |
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