Title of article :
Distribution of the occupation time for a Lévy process at passage times at 0
Author/Authors :
Marchal، نويسنده , , Philippe، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Abstract :
Let X be a real-valued Lévy process and At the time spent on (0,∞) before time t. Suppose that 0 is not polar. We determine the distribution of (T,AT) where T is the first return time to 0 in the irregular case, and the inverse local time at 0 in the regular case. This generalizes a recent result of Fitzsimmons and Getoor (1995).
Keywords :
Lévy process , Occupation time , Uniform Distribution
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications