Path Decomposition of a Spectrally Negative Levy Process, and Local Time of a Diffusion in This Environment

被引：0

作者：

Vechambre, G. ^{[1
,2
]}

机构：

[1] NYU Shanghai, Off 1133,1555 Century Ave, Shanghai 200122, Peoples R China

[2] NYU Shanghai, NYU ECNU Inst Math Sci, 3663 Zhongshan Rd North, Shanghai 200062, Peoples R China

来源：

MARKOV PROCESSES AND RELATED FIELDS | 2018年 / 24卷 / 04期

关键词：

diffusion; random potential; Levy process; renewal process; local time;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study the convergence in distribution of the supremum of the local time and of the favorite site for a transient diffusion in a spectrally negative Levy potential. To do so, we study the h-valleys of a spectrally negative Levy process, and we prove in particular that the renormalized sequence of the h-minima converges to the jumping times sequence of a standard Poisson process.

引用

页码：563 / 668

页数：106

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