On the favorite points of symmetric Lévy processes

Abstract

This paper is concerned with asymptotic behavior (at zero and at infinity) of the favorite points of Lévy processes. By exploring Molchan's idea for deriving lower tail probabilities of Gaussian processes with stationary increments, we extend the result of Marcus (2001) on the favorite points to a larger class of symmetric Lévy processes.

25p

References in corpus (2)

• On the continuity of local times of Borel right Markov processes
• A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes