A Potential Theoretic Approach to Tanaka Formula for Asymmetric Lévy Processes

DOI10.1007/978-3-319-92420-5_15zbMath1452.60047arXiv1609.00082OpenAlexW2516403686MaRDI QIDQ5126601

Hiroshi Tsukada

Publication date: 20 October 2020

Published in: Séminaire de Probabilités XLIX (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.00082

zbMATH Keywords

resolventlocal timeLévy processexcessive function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Local time and additive functionals (60J55)

Related Items (1)

Local time penalizations with various clocks for Lévy processes

Cites Work

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• Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part
• Occupation densities
• Séminaire de probabilités. V. Université de Strasbourg
• Tanaka formula for strictly stable processes
• Local times for Markov processes
• Tanaka Formula for Symmetric Lévy Processes
• A convolution equation and hitting probabilities of single points for processes with stationary independent increments

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