Multi-point local time penalizations with various clocks for one-dimensional L\'{e}vy processes
Probability
2025-07-02 v1
Abstract
We study the penalization problem with various clocks where the weight is given as the exponential functional of multi-point local times for one-dimensional L\'{e}vy processes. The limit processes may vary according to the choice of random clock, and are singular to the original process.
Cite
@article{arxiv.2507.00457,
title = {Multi-point local time penalizations with various clocks for one-dimensional L\'{e}vy processes},
author = {Kohki Iba},
journal= {arXiv preprint arXiv:2507.00457},
year = {2025}
}
Comments
30 pages, 1 figures