On the local times of noise reinforced Bessel processes
نویسندگان
چکیده
We investigate the effects of noise reinforcement on a Bessel process dimension d?(0,2), and more specifically asymptotic behavior its additive functionals. This leads us to introduce local time inverse. identify latter as an increasing self-similar (time-homogeneous) Markov process, from this, several explicit results can be deduced.
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ژورنال
عنوان ژورنال: Annales Henri Lebesgue
سال: 2022
ISSN: ['2644-9463']
DOI: https://doi.org/10.5802/ahl.151