The most visited sites of symmetric stable processes

Probability Theory and Related Fields

Volumn 116, Issue 3, 2000, Pages 391-404

  Bass, Richard F ^a   Eisenbaum, Nathalie ^b   Shi, Zhan ^b  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Fractional Brownian motion; Local time; Most visited site; Stable process

Indexed keywords

EID: 0034413913     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050255     Document Type: Article

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