Local time of a diffusion in a stable Lévy environment
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Publication:3017912
DOI10.1080/17442508.2010.521559zbMath1234.60080arXiv0909.2929OpenAlexW2032718670MaRDI QIDQ3017912
Publication date: 20 July 2011
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.2929
Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Local time and additive functionals (60J55)
Related Items (2)
Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment ⋮ The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential
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- The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential
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