Limit laws for functionals of self-intersection symmetric alpha-stable processes

2022/10/28 by Minhao Hong, Yu Qian, Hong, Minhao +1
Mathematics · Economics, Econometrics and Finance · #Stochastic processes and statistical mechanics #Mathematical Dynamics and Fractals #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2210.16152

Abstract

In this paper, we prove two limit laws for functionals of self-intersection symmetric alpha-stable processes with alpha∈(1,2). The results are obtained based on the method of moments, the sample configuration and the chaining argument introduced in (Nualart and Xu 2013) are employed.

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