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On the Hilbert transform of the local times of a Lévy process

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Publication:1897524
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zbMath0830.60066MaRDI QIDQ1897524

Jean Bertoin

Publication date: 15 January 1996

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


zbMATH Keywords

Hilbert transformlocal timesFeynman-Kac formulaLévy processFourier-Laplace transforms


Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Local time and additive functionals (60J55) Markov processes (60J99)


Related Items (3)

Hitting law asymptotics for a fluctuating Brownian functional ⋮ On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process




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