Gaussian Processes and Local Times of Symmetric Lévy Processes

2001 ◽  
pp. 67-88 ◽  
Author(s):  
Michael B. Marcus ◽  
Jay Rosen
Keyword(s):  
Gaussian Processes ◽  
Lévy Processes ◽  
Levy Processes ◽  
Local Times

scholarly journals Local Times for Spectrally Negative Lévy Processes

2019 ◽  
Vol 52 (4) ◽  
pp. 689-711
Author(s):  
Bo Li ◽  
Xiaowen Zhou
Keyword(s):  
Lévy Processes ◽  
Levy Processes ◽  
Local Times ◽  
Spectrally Negative Lévy Processes

Local times on rays for a class of planar Lévy processes

1994 ◽  
Vol 7 (4) ◽  
pp. 799-811 ◽  
Author(s):  
R. K. Getoor ◽  
M. J. Sharpe
Keyword(s):  
Lévy Processes ◽  
Levy Processes ◽  
Local Times

On the regularity of the local times of a class of symmetric lévy processes

2000 ◽  
Vol 69 (3-4) ◽  
pp. 173-194 ◽  
Author(s):  
B. Boufoussi ◽  
M. N'zi
Keyword(s):  
Lévy Processes ◽  
Levy Processes ◽  
Local Times

scholarly journals On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy Processes

2013 ◽  
Vol 2013 ◽  
pp. 1-12
Author(s):  
Masafumi Hayashi ◽  
Kouji Yano
Keyword(s):  
Local Time ◽  
Lévy Processes ◽  
Levy Processes ◽  
Explicit Representation ◽  
Local Times ◽  
Bessel Processes ◽  
Single Level ◽  
The Law

The joint law of the total local times at two levels for -paths of symmetric Lévy processes is shown to admit an explicit representation in terms of the laws of the squared Bessel processes of dimensions two and zero. The law of the total local time at a single level for bridges is also discussed.

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