The local time of the Markov processes of Ornstein-Uhlenbeck type

DOI10.1016/J.SPL.2012.03.003zbMath1248.60094OpenAlexW2086126546MaRDI QIDQ449373

Jing Zheng, Zheng Yan Lin, Chang-qing Tong

Publication date: 30 August 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.003

zbMATH Keywords

local timeLévy processMarkov process of Ornstein-Uhlenbeck type

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Local time and additive functionals (60J55)

Cites Work

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• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
• Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
• Occupation densities
• On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
• First exit times of SDEs driven by stable Lévy processes
• Local Times and Sample Function Properties of Stationary Gaussian Processes

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