Variation and Rough Path Properties of Local Times of Lévy ProcessesReportar como inadecuado



 Variation and Rough Path Properties of Local Times of Lévy Processes


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In this paper, we will prove that the local time of a L\evy process is of finite $p$-variation in the space variable in the classical sense, a.s. for any $p2$, $t\geq 0$, if the L\evy measure satisfies $\int {R\setminus \{0\}}|y|^{3\over 2}\wedge 1ndy



Autor: Chunrong Feng; Huaizhong Zhao

Fuente: https://archive.org/







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