Abstract

In this paper, we construct an analog of local time for an arbitrary Lévy process with finite second moment. When our process is a Wiener process, this object coincides with the local time.

Original languageEnglish
Pages (from-to)838-844
JournalJournal of Mathematical Sciences (United States)
Volume258
Issue number6
DOIs
StatePublished - Nov 2021

Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

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