Tanaka formula for strictly stable processes

For symmetric L\'evy processes, if the local times exist, the Tanaka formula has already constructed via the techniques in the potential theory by Salminen and Yor (2007). In this paper, we study the Tanaka formula for arbitrary strictly stable processes with index $\alpha \in (1,2)$ including...

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Bibliographische Detailangaben

1. Verfasser:	Tsukada, Hiroshi
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Probability
Online-Zugang:	Volltext bestellen
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