Tanaka Formula for Symmetric Lévy Processes

DOI10.1007/978-3-540-71189-6_14zbMath1129.60043arXivmath/0501182OpenAlexW2078416213MaRDI QIDQ5423757

Marc Yor, Paavo H. Salminen

Publication date: 31 October 2007

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0501182

zbMATH Keywords

resolventlocal timeadditive functionalstable Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Diffusion processes (60J60) Stable stochastic processes (60G52) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (10)

Penalising symmetric stable Lévy paths ⋮ A Meyer-Itô formula for stable processes via fractional calculus ⋮ Local time penalizations with various clocks for Lévy processes ⋮ A Potential Theoretic Approach to Tanaka Formula for Asymmetric Lévy Processes ⋮ On some properties of universal sigma-finite measures associated with a remarkable class of submartingales ⋮ Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part ⋮ Local time-space calculus for symmetric Lévy processes ⋮ On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero ⋮ Tanaka formula for strictly stable processes ⋮ The Tanaka Formula for Symmetric Stable Processes with Index $\alpha$, $0<\alpha<2$

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