Two-point local time penalizations with various clocks for L\'{e}vy processes
| Autor: | Iba, Kohki, Yano, Kouji |
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| Rok vydání: | 2024 |
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| Druh dokumentu: | Working Paper |
| Popis: | Long-time limit of one-dimensional L\'{e}vy processes weighted and normalized with respect to the exponential functional of two-point local times are studied. The limit processes may vary according to the choice of random clocks. Comment: arXiv admin note: text overlap with arXiv:2404.01762 |
| Databáze: | arXiv |
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