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Local time penalizations with various clocks for L\'{e}vy processes - MaRDI portal

Local time penalizations with various clocks for L\'{e}vy processes

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Publication:6393825

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DOI10.1214/23-EJP903zbMath1512.60028arXiv2203.08428MaRDI QIDQ6393825

Shosei Takeda, Kouji Yano

Publication date: 16 March 2022

Mathematics Subject Classification ID

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

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