Regularity of the Cauchy principal value of the local times of some Lévy processes

DOI10.1016/S0007-4497(99)80013-XzbMath0922.60073OpenAlexW2044534605MaRDI QIDQ1281911

Jean Bertoin, Maria-Emilia Caballero

Publication date: 14 October 1999

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0007-4497(99)80013-x

zbMATH Keywords

Lévy processes\(p\)-variationCauchy principal value of the local times

Mathematics Subject Classification ID

Sample path properties (60G17) Local time and additive functionals (60J55) Markov processes (60J99)

Related Items

The fractional derivative for fractional Brownian local time with Hurst index large than 1/2, Hilbert transform of G-Brownian local time, An integral functional driven by fractional Brownian motion

Cites Work

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• Limit theorems and variation properties for fractional derivatives of the local time of a stable process
• On the distribution of the Hilbert transform of the local time of a symmetric Lévy process
• Cauchy's principal value of local times of Lévy processes with no negative jumps via continuous branching processes