Two-point local time penalizations with various clocks for L\'{e}vy processes
Probability
2024-05-02 v2
Abstract
Long-time limit of one-dimensional L\'{e}vy processes weighted and normalized with respect to the exponential functional of two-point local times are studied. The limit processes may vary according to the choice of random clocks.
Cite
@article{arxiv.2404.06759,
title = {Two-point local time penalizations with various clocks for L\'{e}vy processes},
author = {Kohki Iba and Kouji Yano},
journal= {arXiv preprint arXiv:2404.06759},
year = {2024}
}
Comments
arXiv admin note: text overlap with arXiv:2404.01762