scholarly journals Tail probability estimate for maximum local time of Lévy processes

1997 ◽  
Vol 23 (1) ◽  
pp. 163-178
Author(s):  
In-Suk WEE
Keyword(s):  
Local Time ◽  
Lévy Processes ◽  
Tail Probability ◽  
Levy Processes ◽  
Probability Estimate

scholarly journals Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order

2019 ◽  
Vol 19 (01) ◽  
pp. 1950001
Author(s):  
Łukasz Treszczotko
Keyword(s):  
Local Time ◽  
Lévy Processes ◽  
Levy Processes ◽  
Intersection Local Time ◽  
Rosenblatt Process ◽  
System Of Particles

We provide a particle picture representation for the non-symmetric Rosenblatt process and for Hermite processes of any order, extending the result of Bojdecki, Gorostiza and Talarczyk in [4]. We show that these processes can be obtained as limits of certain functionals of a system of particles evolving according to symmetric stable Lévy motions. In the case of [Formula: see text]-Hermite processes the corresponding functional involves [Formula: see text]-intersection local time of symmetric stable Lévy processes.

scholarly journals On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy Processes

2013 ◽  
Vol 2013 ◽  
pp. 1-12
Author(s):  
Masafumi Hayashi ◽  
Kouji Yano
Keyword(s):  
Local Time ◽  
Lévy Processes ◽  
Levy Processes ◽  
Explicit Representation ◽  
Local Times ◽  
Bessel Processes ◽  
Single Level ◽  
The Law

The joint law of the total local times at two levels for -paths of symmetric Lévy processes is shown to admit an explicit representation in terms of the laws of the squared Bessel processes of dimensions two and zero. The law of the total local time at a single level for bridges is also discussed.

scholarly journals Two uniform intrinsic constructions for the local time of a class of Lévy processes

1986 ◽  
Vol 30 (1) ◽  
pp. 19-65 ◽  
Author(s):  
Martin T. Barlow ◽  
Edwin A. Perkins ◽  
S. James Taylor
Keyword(s):  
Local Time ◽  
Lévy Processes ◽  
Levy Processes

scholarly journals Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection

2011 ◽  
Vol 27 (2) ◽  
pp. 202-219 ◽  
Author(s):  
Lars Nørvang Andersen ◽  
Søren Asmussen
Keyword(s):  
Local Time ◽  
Lévy Processes ◽  
Levy Processes ◽  
Time Asymptotics
Sign in / Sign up

Export Citation Format

Share Document