Exact rates of convergence to the local times of symmetric Lévy processes
Michael B. Marcus; Jay S. Rosen
Séminaire de probabilités de Strasbourg (1994)
- Volume: 28, page 102-109
Access Full Article
topHow to cite
topReferences
top- [1] N. Bingham, C. Goldie, and J. Teugals, Regular Variation, Cambridge University Press, Cambridge, 1987. Zbl0617.26001MR898871
- [2] D. Khoshnevisan, Exact rates of convergence to Brownian local time, Preprint. Zbl0819.60067MR1303646
- [3] N. Kono, On the modulous of continuity of sample functions of Gaussian processes, J. Math. Kyoto Univ.10 (1970), 493-536. Zbl0205.44503MR283867
- [4] M.B. Marcus, Holder conditions for Gaussian processes with stationary increments, Trans. Amer. Math. Soc.134 (1968), 29-52. Zbl0186.50602MR230368
- [5] M.B. Marcus and J. Rosen, Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes, J. Theor. Probab.5 (1992), 791-825. Zbl0761.60035MR1182681
- [6] , p-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments, Ann. Probab.20 (1992), 1685-1713. Zbl0762.60069MR1188038
- [7] , Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes, Ann. Probab.20 (1992), 1603-1684. Zbl0762.60068MR1188037
- [8] , φ-variation of the local times of symmetric Levy processes and stationary Gaussian processes, Seminar on Stochastic Processes, 1992 (Boston), Progress in Probability, vol. 33, Birkhauser, Boston, 1993, pp. 209-220. Zbl0793.60043MR1278084
- [9] E.J.G. Pitman, On the behavior of the characteristic function of a probability distribution in the neighbourhood of the origin, J. Australian Math. Soc. Series A 8 (1968), 422-443. Zbl0164.48502MR231423