Two-point local time penalizations with various clocks for Lévy processes
arXiv:2404.06759 · doi:10.30757/ALEA.v22-07
Abstract
Long-time limit of one-dimensional Lévy processes weighted and normalized with respect to the exponential functional of two-point local times are studied. The limit processes may vary according to the choice of random clocks.
arXiv commentarXiv admin note: text overlap with arXiv:2404.01762