On the distribution of the Hilbert transform of the local time of a symmetric Lévy process

DOI10.1214/aop/1176989702zbMath0767.60071OpenAlexW2017114114MaRDI QIDQ1201184

Patrick J. Fitzsimmons, Ronald Getoor

Publication date: 17 January 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989702

zbMATH Keywords

Hilbert transformlocal timeLévy process

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Markov processes (60J99)

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The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 ⋮ Occupation time distributions for Lévy bridges and excursions ⋮ Some path properties of generalized Lévy sheet ⋮ Occupation time limits of inhomogeneous Poisson systems of independent particles ⋮ An integral functional driven by fractional Brownian motion ⋮ On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance ⋮ Functional central limit theorem for additive functionals of \(\alpha \)-stable processes ⋮ Distribution of the occupation time for a Lévy process at passage times at 0 ⋮ Regularity of the Cauchy principal value of the local times of some Lévy processes ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process

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