Applications de la théorie spectrale des cordes vibrantes aux fonctionnelles additives principales d'un brownien réfléchi
Jean Bertoin (1989)
Annales de l'I.H.P. Probabilités et statistiques
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Jean Bertoin (1989)
Annales de l'I.H.P. Probabilités et statistiques
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André Blanc-Lapierre, Albert Tortrat (1976)
Annales de l'I.H.P. Physique théorique
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D. Revuz (1983)
Annales de l'I.H.P. Probabilités et statistiques
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M. Ait Ouahra, Mohamed Eddahbi (2001)
Publicacions Matemàtiques
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In this paper we study the Hölder regularity property of the local time of a symmetric stable process of index 1 < α ≤ 2 and of its fractional derivative as a doubly indexed process with respect to the space and the time variables. As an application we establish some limit theorems for occupation times of one-dimensional symmetric stable processes in the space of Hölder continuous functions. Our results generalize those obtained by Fitzsimmons and Getoor for stable processes in...
Jacques Azéma, Marie Kaplan-Duflo, Daniel Revuz (1966)
Annales de l'I.H.P. Probabilités et statistiques
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Sylvie Roelly, Hans Zessin (1993)
Annales de l'I.H.P. Probabilités et statistiques
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