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arXiv · 1309.0142

A decomposition for additive functional of Levy processes

Luis Acuna Valverde
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Abstract

Motivated by the recent results of Nualart and Xu \cite{Nualart} concerning limits laws for occupation times of one dimensional symmetric stable processes, this paper proves a decomposition for functionals of one dimensional symmetric Lévy processes under certain conditions on the characteristic exponent and computes the moments of the decomposition.

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Luis Acuna Valverde. 2014-10-04. A decomposition for additive functional of Levy processes. https://arxiv.org/abs/1309.0142

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