• 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
  • Pages
    9
  • From page
    123
  • To page
    131
  • 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
  • Serial Year
    1998
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576216