An analogue of the local time for a certain class of Levy processes
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 5-16
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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.
@article{ZNSL_2021_505_a0,
author = {T. E. Abildaev},
title = {An analogue of the local time for a certain class of {Levy} processes},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {5--16},
year = {2021},
volume = {505},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a0/}
}
T. E. Abildaev. An analogue of the local time for a certain class of Levy processes. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 5-16. http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a0/
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