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arXiv · 1305.0241

Limit laws for occupation times of stable processes

David Nualart·Fangjun Xu
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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 \cite{Rosen}.

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David Nualart, Fangjun Xu. 2013-05-01. Limit laws for occupation times of stable processes. https://arxiv.org/abs/1305.0241

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