Penalising symmetric stable Lévy paths
Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable Lévy process of index 1 < \alpha \le 2 . The first kind is a function of the local time at the origin, and the second kind is the exponential of an occupation time integral....
Gespeichert in:
Veröffentlicht in: | Journal of the Mathematical Society of Japan 2009-07, Vol.61 (3), p.757-798 |
---|---|
Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable Lévy process of index 1 < \alpha \le 2 . The first kind is a function of the local time at the origin, and the second kind is the exponential of an occupation time integral. Special emphasis is put on the role played by a stable Lévy counterpart of the universal \sigma -finite measure, found in [9] and [10], which unifies the corresponding limit theorems in the Brownian setup for which \alpha = 2 . |
---|---|
ISSN: | 0025-5645 1881-2333 |
DOI: | 10.2969/jmsj/06130757 |