Penalising symmetric stable Lévy paths

Details Penalising symmetric stable Lévy paths Penalising symmetric stable Lévy paths

2008-07-27

arxiv.org/abs/0807.4336v1

Mathematics

Probability

33 pages

Scientific paper

Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable L\'evy process of index $ 1 < \alpha \le 2 $. The first kind is a function of the local time at the origin, and the second kind is the exponential of an occupation time integral. Special emphasis is put on the role played by a stable L\'evy counterpart of the universal $ \sigma $-finite measure, found in [9] and [10], which unifies the corresponding limit theorems in the Brownian setup for which $ \alpha =2 $.

Affiliated with

Also associated with

No associations

Rating

Penalising symmetric stable Lévy paths does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Penalising symmetric stable Lévy paths, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Penalising symmetric stable Lévy paths will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-312587