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 . 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 -finite measure, found in [9] and [10], which unifies the corresponding limit theorems in the Brownian setup for which .
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