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

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Marcus, Michael B., and Rosen, Jay S.. "Exact rates of convergence to the local times of symmetric Lévy processes." Séminaire de probabilités de Strasbourg 28 (1994): 102-109. <http://eudml.org/doc/113864>.

@article{Marcus1994,
author = {Marcus, Michael B., Rosen, Jay S.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time; symmetric Lévy process; Lévy measure; rates of convergence; Gaussian process},
language = {fre},
pages = {102-109},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Exact rates of convergence to the local times of symmetric Lévy processes},
url = {http://eudml.org/doc/113864},
volume = {28},
year = {1994},
}

TY - JOUR
AU - Marcus, Michael B.
AU - Rosen, Jay S.
TI - Exact rates of convergence to the local times of symmetric Lévy processes
JO - Séminaire de probabilités de Strasbourg
PY - 1994
PB - Springer - Lecture Notes in Mathematics
VL - 28
SP - 102
EP - 109
LA - fre
KW - local time; symmetric Lévy process; Lévy measure; rates of convergence; Gaussian process
UR - http://eudml.org/doc/113864
ER -

References

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  1. [1] N. Bingham, C. Goldie, and J. Teugals, Regular Variation, Cambridge University Press, Cambridge, 1987. Zbl0617.26001MR898871
  2. [2] D. Khoshnevisan, Exact rates of convergence to Brownian local time, Preprint. Zbl0819.60067MR1303646
  3. [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. [4] M.B. Marcus, Holder conditions for Gaussian processes with stationary increments, Trans. Amer. Math. Soc.134 (1968), 29-52. Zbl0186.50602MR230368
  5. [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. [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. [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. [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. [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

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