Additive Functionals of Several Lévy Processes and Intersection Local Times
نویسندگان
چکیده
منابع مشابه
Additive Functionals of Several Lévy Processes and Intersection Local Times
Different extensions of an isomorphism theorem of Dynkin are developed and are used to study two distinct but related families of functionals of Lévy processes; n-fold “near-intersections” of a single Lévy process and continuous additive functionals of several independent Lévy processes. Intersection local times for n independent Lévy processes are also studied. They are related to both of the ...
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Different extentons of an isomorphism theorem of Dynkin are developed and are used to study two distinct but related families of functionals of Lévy processes; n-fold “near-intersections” of a single Lévy process, which is also referred to as a self-intersection local time, and continuous additive functionals of several independent Lévy processes. Intersection local times for n independent Lévy...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1999
ISSN: 0091-1798
DOI: 10.1214/aop/1022874811