Additive functionals of several Lévy processes and intersection local times

DOI10.1214/aop/1022677544zbMath0963.60072OpenAlexW1976020930MaRDI QIDQ1577732

Michael B. Marcus, Jay S. Rosen

Publication date: 21 June 2001

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

Full work available at URL: https://doi.org/10.1214/aop/1022677544

zbMATH Keywords

Lévy processesGaussian processeslocal timeintersectionscontinuous additive functionalGaussian chaosDynkin isomorphism theorem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Probabilistic potential theory (60J45) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (2)

Intersection local time for two independent fractional Brownian motions ⋮ Collision local times of two independent fractional Brownian motions

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