A decomposition for additive functional of Levy processes
Probability
2014-10-07 v4
Abstract
Motivated by the recent results of Nualart and Xu \cite{Nualart} concerning limits laws for occupation times of one dimensional symmetric stable processes, this paper proves a decomposition for functionals of one dimensional symmetric L\'evy processes under certain conditions on the characteristic exponent and computes the moments of the decomposition.
Cite
@article{arxiv.1309.0142,
title = {A decomposition for additive functional of Levy processes},
author = {Luis Acuna Valverde},
journal= {arXiv preprint arXiv:1309.0142},
year = {2014}
}