Limit laws for occupation times of stable processes

2013/05/01 by David Nualart, Nualart, David, Fangjun Xu +1
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.1305.0241

arxiv created 2013/05/01 · arxiv updated 2013/05/02

Abstract

We prove two limit laws for functionals of one dimensional symmetric 1-stable process using the method of moments, and give a remark on Rosen's paper \citeRosen.

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