English

Penalising symmetric stable L\'evy paths

Probability 2008-07-29 v1

Abstract

Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable L\'evy process of index 1<α2 1 < \alpha \le 2 . The first kind is a function of the local time at the origin, and the second kind is the exponential of an occupation time integral. Special emphasis is put on the role played by a stable L\'evy counterpart of the universal σ \sigma -finite measure, found in [9] and [10], which unifies the corresponding limit theorems in the Brownian setup for which α=2 \alpha =2 .

Keywords

Cite

@article{arxiv.0807.4336,
  title  = {Penalising symmetric stable L\'evy paths},
  author = {Kouji Yano and Yuko Yano and Marc Yor},
  journal= {arXiv preprint arXiv:0807.4336},
  year   = {2008}
}

Comments

33 pages

R2 v1 2026-06-21T11:04:49.085Z