Multi-point local time penalizations with various clocks for one-dimensional Lévy processes
Year: 2025
Type: preprint
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 Lévy processes. The limit processes may vary according to the choice of random clock, and are singular to the original process.
Source: arXiv (Cornell University)
Author: Iba, Kohki
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4416878705
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