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math.PR2022
Noise Reinforced Lévy Processes: Lévy-Itô Decomposition and Applications
Alejandro Rosales-Ortiz
A step reinforced random walk is a discrete time process with memory such that at each time step, with fixed probability , it repeats a previously performed step chose…
math.PR2022
The structure of the local time of Markov processes indexed by Levy trees
Armand Riera, Alejandro Rosales-Ortiz
We construct the analogue of the local time -- at a fixed point -- for Markov processes indexed by Levy trees. We start by proving that Markov processes indexed by Levy trees s…