The Most Visited Sites of Certain Lévy Processes

Journal of Theoretical Probability

Volumn 14, Issue 3, 2001, Pages 867-885

  Marcus, Michael B ^a  

^a CITY COLLEGE OF NEW YORK   (United States)

Author keywords

Gaussian processes with stationary increments; L vy processes; Local times; Most visited sites

Indexed keywords

EID: 0035637098     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1012295810270     Document Type: Article

References (11)

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9. Marcus, M. B., and Rosen, J. (1993). φ-variation of the local times of symmetric Lévy processes and stationary Gaussian processes. In Seminar on Stochastic Processes, 1992 Vol. 33, Progress in Probability, pp. 209-220, Birkhauser, Boston.
10. Marcus, M. B., and Rosen, J. (1994). Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks. Ann. Probab. 22, 620-659.
11. Pitman, E. J. G. (1968). On the behavior of the characteristic function of a probability distribution in the neighbourhood of the origin. J. Australian Math. Soc. Series A. 8, 422-443.