Penalising symmetric stable Lévy paths

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概要

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• 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

著者

• Yano Kouji

  Department Of Electrical Engineering And Computer Science Faculty Of Engineering Yamanashi Universit

• Yano Yuko

  Research Institute for Mathematical Sciences, Kyoto University

• Yor Marc

  Laboratoire de Probabilités et Modèles Aléatoires, Université Paris VI, Institut Universitaire de Fr

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