Penalising symmetric stable Levy paths
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概要
- 論文の詳細を見る
Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable Lévy process of index 1<α≤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 Lévy counterpart of the universal σ-finite measure, found in [9] and [10], which unifies the corresponding limit theorems in the Brownian setup for which α=2.
- 社団法人 日本数学会の論文
- 2009-07-01
著者
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Yano Kouji
Department Of Electrical Engineering And Computer Science Faculty Of Engineering Yamanashi Universit
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Yano Kouji
Department Of Biotechnology Graduate School Of Engineering Osaka University
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Yano Yuko
Research Institute for Mathematical Sciences, Kyoto University
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Yor Marc
Laboratoire de Probabilités et Modèles Aléatoires, Université Paris VI, Institut Universitaire de Fr
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Yano Yuko
Research Institute For Mathematical Sciences Kyoto University
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Yor Marc
Laboratoire De Probabilites Et Modeles Aleatoires Universite Paris Vi Institut Universitaire De Fran
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Yor Marc
Laboratoire De Probabilites Et Modeles Aleatoires Universite P. Et M. Curie
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Yano Kouji
Department Of Mathematics Graduate School Of Science Kobe University
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