Distribution of the occupation time for a Lévy process at passage times at 0

Stochastic Processes and their Applications

Volumn 74, Issue 1, 1998, Pages 123-131

  Marchal, Philippe ^a  

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

Author keywords

60 J 30; 60 J 55; L vy process; Occupation time; Uniform distribution

Indexed keywords

EID: 0040350310     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00106-3     Document Type: Article

References (9)

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5. Fitzsimmons P.J., Getoor R.K. On the distribution of the Hilbert transform of the local time of a symmetric Lévy process. Ann. Probab. 20:1992;1484-1497.
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9. Prabhu N.U. Ladder variables for a continuous time stochastic process. Z. Wahrscheinlichkeitstheorie Verw. Geb. 16:1970;157-164.