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FRACTIONAL DERIVATIVES OF LOCAL TIMES OF STABLE LEVY PROCESSES AS THE LIMITS OF THE OCCUPATION TIME PROBLEM IN BESOV SPACE
Stable processes local time fractional derivative occupittion time problem Besov space
2009/9/21
In this paper, we firstly study the Besov regularity of
the local time of symmetric stable processes and of its fractional derivative.
Secondly, we establish Limit theorems for occupation times of
...
Large Deviations for Local Times of Stable Processes and Stable Random Walks in 1 Dimension
Deviations Local Times Stable Processes Random Walks
2009/4/8
In Chen and Li (2004), large deviations were obtained for the spatial $L^p$ norms of products of independent Brownian local times and local times of random walks with finite second moment. The methods...