Penalising symmetric stable Lévy paths

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dc.creatorYano, Kouji
dc.creatorYano, Yuko
dc.creatorYor, Marc
dc.date2008-07-27
dc.date.accessioned2026-07-07T09:53:14Z
dc.date.available2026-07-07T09:53:14Z
dc.descriptionLimit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable Lévy process of index $ 1 < α\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 Lévy counterpart of the universal $ σ$-finite measure, found in [9] and [10], which unifies the corresponding limit theorems in the Brownian setup for which $ α=2 $.
dc.description33 pages
dc.identifierhttps://arxiv.org/abs/0807.4336
dc.identifierhttp://arxiv.org/abs/0807.4336
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/165877
dc.subjectProbability
dc.titlePenalising symmetric stable Lévy paths
dc.typetext

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