Distribution of the occupation time for a Lévy process at passage times at 0

DOI10.1016/S0304-4149(97)00106-3zbMath0932.60056OpenAlexW2071694345MaRDI QIDQ1805747

Philippe Marchal

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00106-3

zbMATH Keywords

uniform distributionoccupation timeLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Local time and additive functionals (60J55)

Cites Work

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• On the distribution of the Hilbert transform of the local time of a symmetric Lévy process
• Occupation time distributions for Lévy bridges and excursions
• On the arc-sine laws for Lévy processes
• Ladder variables for a continuous time stochastic process
• An extension of Vervaat's transformation and its consequences

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