Local moduli of continuity for permanental processes that are zero at zero
Probability
2024-02-13 v1
Abstract
Let be a continuous potential density of a symmetric L\'evy process or diffusion with state space killed at , the first hitting time of , or at , where is an independent exponential time. Let where is a finite positive measure on . Let be an permanental process with kernel Then when , and where is a constant that depends on both and , which is given explicitly, and is different in the different examples.
Cite
@article{arxiv.2402.07074,
title = {Local moduli of continuity for permanental processes that are zero at zero},
author = {Michael B. Marcus and Jay Rosen},
journal= {arXiv preprint arXiv:2402.07074},
year = {2024}
}
Comments
arXiv admin note: text overlap with arXiv:2302.10262