Research output: Contribution to journal › Article › peer-review
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 language | English |
|---|---|
| Pages (from-to) | 838-844 |
| Number of pages | 7 |
| Journal | Journal of Mathematical Sciences (United States) |
| Volume | 258 |
| Issue number | 6 |
| DOIs | |
| State | Published - 15 Oct 2021 |
ID: 87937073