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  • Search: subject:"Markov process of Ornstein–Uhlenbeck type"
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Local time 1 Lévy process 1 Markov process of Ornstein–Uhlenbeck type 1
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Lin, Zhengyan 1 Tong, Changqing 1 Zheng, Jing 1
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Statistics & Probability Letters 1
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The local time of the Markov processes of Ornstein–Uhlenbeck type
Tong, Changqing; Lin, Zhengyan; Zheng, Jing - In: Statistics & Probability Letters 82 (2012) 7, pp. 1229-1234
We prove the existence of the local time of the Ornstein–Uhlenbeck type process X={Xt,t∈R+} driven by a general Lévy process. The conditions of the continuity in time variable t and the regularity property of the local time are given, under mild regularity conditions on the driving Lévy...
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