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arXiv · 2507.00457

Multi-point local time penalizations with various clocks for one-dimensional L\'{e}vy processes

Kohki Iba
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Abstract

We study the penalization problem with various clocks where the weight is given as the exponential functional of multi-point local times for one-dimensional L\'{e}vy processes. The limit processes may vary according to the choice of random clock, and are singular to the original process.

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Kohki Iba. 2025-07-01. Multi-point local time penalizations with various clocks for one-dimensional L\'{e}vy processes. https://arxiv.org/abs/2507.00457

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