Supremum penalizations for L\'{e}vy processes
Probability
2025-03-18 v1
Abstract
Several long-time limit theorems of one-dimensional L\'evy processes weighted and normalized by functions of its supremum are studied. The long-time limits are taken via the families of exponential times and that of constant times, called exponential clock and constant clock, respectively.
Cite
@article{arxiv.2503.12564,
title = {Supremum penalizations for L\'{e}vy processes},
author = {Shosei Takeda},
journal= {arXiv preprint arXiv:2503.12564},
year = {2025}
}
Comments
9pages