An Extension of Local Time

被引：0

作者：

Ibragimov I.A. ^{[1
]}

Smorodina N.V. ^{[1
]}

Faddeev M.M. ^{[1
]}

机构：

[1] St.Petersburg Department of the Steklov Mathematical Institute, St.Petersburg State University, St.Petersburg

来源：

Journal of Mathematical Sciences | 2021年 / 258卷 / 6期

关键词：

D O I：

10.1007/s10958-021-05583-0

中图分类号：

学科分类号：

摘要：

In this paper, we construct an analog of local time for an arbitrary Lévy process with finite second moment. When our process is a Wiener process, this object coincides with the local time. © 2021, Springer Science+Business Media, LLC, part of Springer Nature.

引用

页码：838 / 844

页数：6

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