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http://bura.brunel.ac.uk/handle/2438/24551| Title: | On the Favorite Points of Symmetric Lévy Processes |
| Authors: | Li, B Xiao, Y Yang, X |
| Keywords: | Lévy processes;Local times;Favorite points;Gaussian processes;Lower tail probability |
| Issue Date: | 1-Dec-2019 |
| Publisher: | Springer |
| Citation: | Li, B., Xiao, Y. & Yang, X. On the Favorite Points of Symmetric Lévy Processes. J Theor Probab 32, 1943–1972 (2019). https://doi.org/10.1007/s10959-018-0857-6 |
| 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 (J Theor Probab 14(3):867–885, 2001) on the favorite points to a larger class of symmetric Lévy processes. |
| URI: | http://bura.brunel.ac.uk/handle/2438/24551 |
| DOI: | http://dx.doi.org/10.1007/s10959-018-0857-6 |
| ISSN: | 0894-9840 1572-9230 |
| Appears in Collections: | Dept of Mathematics Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 323.77 kB | Adobe PDF | View/Open |
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