On subexponentiality of the Lev́y measure of the inverse local time; with applications to penalizations.

Salminen, Paavo H., and Vallois, Pierre. "On subexponentiality of the Lev́y measure of the inverse local time; with applications to penalizations.." Electronic Journal of Probability [electronic only] 14 (2009): 1963-1991. <http://eudml.org/doc/233603>.

@article{Salminen2009,
author = {Salminen, Paavo H., Vallois, Pierre},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Brownian motion; Bessel process; hitting time; tauberian theorem; excursions},
language = {eng},
pages = {1963-1991},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {On subexponentiality of the Lev́y measure of the inverse local time; with applications to penalizations.},
url = {http://eudml.org/doc/233603},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Salminen, Paavo H.
AU - Vallois, Pierre
TI - On subexponentiality of the Lev́y measure of the inverse local time; with applications to penalizations.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 1963
EP - 1991
LA - eng
KW - Brownian motion; Bessel process; hitting time; tauberian theorem; excursions
UR - http://eudml.org/doc/233603
ER -