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On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
Salminen, Paavo H; AAbo Akademi University, Mathematical Department - Vallois, Pierre; Université Henri Poincaré, Département de Mathématique
Formato: |
Peer-reviewed Article, |
Enlaces: |
Abstract. For a recurrent linear diffusion on the positive real axis we study the asymptotics of the distribution of its local time at 0 as the time parameter tends to infinity. Under the assumption that the Lévy measure of the…
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Fecha: |
2009-01-01 |
Recurso: |
Electronic journal of probability |
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