On the local times of noise reinforced Bessel processes
Probability
2021-09-28 v1
Abstract
We investigate the effects of noise reinforcement on a Bessel process of dimension , and more specifically on the asymptotic behavior of its additive functionals. This leads us to introduce a local time process and its inverse. We identify the latter as an increasing self-similar (time-homogeneous) Markov process, and from this, several explicit results can be deduced.
Keywords
Cite
@article{arxiv.2109.12521,
title = {On the local times of noise reinforced Bessel processes},
author = {Jean Bertoin},
journal= {arXiv preprint arXiv:2109.12521},
year = {2021}
}