A decomposition for additive functionals of Lévy processes
Motivated by the recent results of Nualart and Xu (2013) concerning limits laws for occupation times of one dimensional symmetric stable processes, this paper proves a decomposition for functionals of one dimensional symmetric Lévy processes under certain conditions on the characteristic exponent and computes the moments of the decomposition.
Year of publication: |
2015
|
---|---|
Authors: | Valverde, Luis Acuña |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 3, p. 994-1008
|
Publisher: |
Elsevier |
Subject: | Lévy processes | Characteristic exponent | Fourier transform | Weak convergence | Relativistic stable processes |
Saved in:
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