Tanaka formula for symmetric Lévy processes

Details Tanaka formula for symmetric Lévy processes Tanaka formula for symmetric Lévy processes

2005-01-12

arxiv.org/abs/math/0501182v1

Mathematics

Probability

24 pages, no figures

Scientific paper

Starting from the potential theoretic definition of the local times of a Markov process - when these exist - we obtain a Tanaka formula for the local times of symmetric L\'{e}vy processes. The most interesting case is that of the symmetric $\al$-stable L\'{e}vy process (for $\al\in[1,2]$) which is studied in detail. In particular, we determine which powers of such a process are semimartingales. These results complete, in a sense, the works by K. Yamada \cite{yamada02} and Fitzsimmons and Getoor \cite{fitzsimmonsgetoor92a}.

Affiliated with

Also associated with

No associations

Rating

Tanaka formula for symmetric Lévy processes 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 Tanaka formula for symmetric Lévy processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Tanaka formula for symmetric Lévy processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-179741