On the Favorite Points of Symmetric Lévy Processes

Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/24551

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DC Field	Value	Language
dc.contributor.author	Li, B	-
dc.contributor.author	Xiao, Y	-
dc.contributor.author	Yang, X	-
dc.date.accessioned	2022-05-10T15:11:20Z	-
dc.date.available	2019-12-01	-
dc.date.available	2022-05-10T15:11:20Z	-
dc.date.issued	2019-12-01	-
dc.identifier.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	en_US
dc.identifier.issn	0894-9840	-
dc.identifier.issn	1572-9230	-
dc.identifier.uri	http://bura.brunel.ac.uk/handle/2438/24551	-
dc.description.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.	en_US
dc.format.extent	1943 - 1972	-
dc.publisher	Springer	en_US
dc.subject	Lévy processes	en_US
dc.subject	Local times	en_US
dc.subject	Favorite points	en_US
dc.subject	Gaussian processes	en_US
dc.subject	Lower tail probability	en_US
dc.title	On the Favorite Points of Symmetric Lévy Processes	en_US
dc.type	Article	en_US
dc.identifier.doi	http://dx.doi.org/10.1007/s10959-018-0857-6	-
dc.relation.isPartOf	Journal of Theoretical Probability	-
pubs.issue	4	-
pubs.publication-status	Published	-
pubs.volume	32	-
dc.identifier.eissn	1572-9230	-
Appears in Collections:	Dept of Mathematics Research Papers

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