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Local times for spectrally negative L��vy processes
- Publication Year :
- 2017
- Publisher :
- arXiv, 2017.
-
Abstract
- For spectrally negative L��vy processes, adapting an approach from \cite{BoLi:sub1} we identify joint Laplace transforms involving local times evaluated at either the first passage times, or independent exponential times, or inverse local times. The Laplace transforms are expressed in terms of the associated scale functions. Connections are made with the permanental process and the Markovian loop soup measure.<br />23 pages
- Subjects :
- 60J55, 60J45, 60G51
Probability (math.PR)
FOS: Mathematics
Subjects
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi...........2fb9bf3c1770d5c056a6af63e3f279c9
- Full Text :
- https://doi.org/10.48550/arxiv.1705.01289