A decomposition for additive functionals of Levy processes

被引：1

作者：

Valverde, Luis Acuna ^{[1
]}

机构：

[1] Purdue Univ, Dept Math, W Lafayette, IN 47907 USA

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2015年 / 125卷 / 03期

关键词：

Levy processes; Characteristic exponent; Fourier transform; Weak convergence; Relativistic stable processes; SCHRODINGER-OPERATORS; HEAT TRACE;

D O I：

10.1016/j.spa.2014.10.001

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：

Motivated by the recent results of Nualart and Xu (2013) concerning limits laws for occupation times of one dimensional symmetric stable processes, this paper proves a decomposition for functionals of one dimensional symmetric Levy processes under certain conditions on the characteristic exponent and computes the moments of the decomposition. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：994 / 1008

页数：15

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