Penalising symmetric stable Lévy paths
Penalising symmetric stable Lévy paths
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DOI：
10.2969/jmsj/06130757
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发表时间：
2008-07
影响因子：
0.7
通讯作者：
K. Yano;Yuko Yano;M. Yor
中科院分区：
文献类型：
--
作者：
K. Yano;Yuko Yano;M. Yor
研究了指数为$1&α2$的对称稳定L过程关于两类权泛函的正规化律的极限定理.第一类是原点的局部时间的函数，第二类是占用时间积分的指数.特别强调了在[9]和[10]中找到的一个稳定的L对应的普适函数--有限测度所起的作用，它统一了$α=2$的布朗集合中的相应极限定理.
Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable L\'evy 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 L\'evy 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 $.