Tanaka formula for symmetric Lévy processes
| dc.creator | Salminen, Paavo | |
| dc.creator | Yor, Marc | |
| dc.date | 2005-01-12 | |
| dc.date.accessioned | 2026-07-07T05:16:00Z | |
| dc.date.available | 2026-07-07T05:16:00Z | |
| dc.description | 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 Lévy processes. The most interesting case is that of the symmetric $\al$-stable Lévy 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}. | |
| dc.description | 24 pages, no figures | |
| dc.identifier | https://arxiv.org/abs/math/0501182 | |
| dc.identifier | http://arxiv.org/abs/math/0501182 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/73833 | |
| dc.subject | Probability | |
| dc.subject | 60J65, 60J60, 60J70 | |
| dc.title | Tanaka formula for symmetric Lévy processes | |
| dc.type | text |