Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154315 | Statistics & Probability Letters | 2006 | 7 Pages |
Abstract
Let Ï be the characteristic exponent of a symmetric Lévy process X. The functionh(x)=2Ïâ«0â1-cos(λx)Ï(λ)dλappears in various studies on the local time of X. We study monotonicity properties of the function h. In case when X is a subordinate Brownian motion, we show that xâ¦h(x) is a Bernstein function.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Renming Song, Zoran VondraÄek,