Local time penalizations with various clocks for Lévy processes

Publication date: 19 February 2023

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.08428

zbMATH Keywords

penalization conditioning limit theorem one-dimensional Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44)

Related Items (1)

MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Penalizing null recurrent diffusions
Penalization of a positively recurrent diffusion by an exponential function of its local time
Penalising symmetric stable Lévy paths
On Lévy processes conditioned to stay positive
Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part
Some penalisations of the Wiener measure
A global view of Brownian penalisations
On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
Conditionings and path decompositions for Lévy processes
Right inverses of nonsymmetric Lévy processes.
On universality in penalisation problems with multiplicative weights
Fluctuations of Lévy processes with applications. Introductory lectures
Local time penalizations with various clocks for one-dimensional diffusions
Continuous additive functionals of a Markov process with applications to processes with independent increments
Potential theory of random wlaks on Abelian groups
Infinitely divisible processes and their potential theory. I
On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero
On harmonic function for the killed process upon hitting zero of asymmetric L\'evy processes
Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I
Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II
On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes
Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions
Séminaire de Probabilités XXXVIII
A Potential Theoretic Approach to Tanaka Formula for Asymmetric Lévy Processes
On L\'evy processes conditioned to avoid zero
Tanaka Formula for Symmetric Lévy Processes
On the Potential Operator for One-Dimensional Recurrent Random Walks
Hitting probabilities of single points for processes with stationary independent increments
Brownian Local Times and Taboo Processes

This page was built for publication: Local time penalizations with various clocks for Lévy processes