An Extension of Local Time

نویسندگان

چکیده

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

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ژورنال

عنوان ژورنال: Journal of Mathematical Sciences

سال: 2021

ISSN: ['1072-3374', '1573-8795']

DOI: https://doi.org/10.1007/s10958-021-05583-0