| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155504 | Stochastic Processes and their Applications | 2015 | 15 Pages |
Abstract
Motivated by the recent results of Nualart and Xu (2013) 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Luis Acuña Valverde,