Tanaka Formula for Symmetric Levy Processes

被引：0

作者：

Salminen, Paavo ^{[1
]}

Yor, Marc ^{[2
]}

机构：

[1] Abo Akad Univ, Dept Math, SF-20500 Turku, Finland

[2] Univ Paris 06, Lab Probabilites & Modeles Aleatoires, F-75252 Paris 05, France

来源：

SEMINAIRE DE PROBABILITES XL | 2007年 / 1899卷

关键词：

Resolvent; Local time; Stable Levy process; Additive functional;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Starting from the potential theoretic definition of the local times of a Markov process - when these exist - we obtain a Tanaka formula for the local times of symmetric Levy processes. The most interesting case is that of the symmetric alpha-stable Levy process (for alpha is an element of (1, 2]) which is studied in detail. In particular, we determine which powers of such a process are semimartingales. These results complete, in a sense, the works by K. Yamada [19] and Fitzsimmons and Getoor [8].

引用

页码：265 / 285

页数：21

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