Occupation time densities for stable-like processes and other pure jump Markov processes
Pure jump Markov processes Xt on the line associated to the operators A[latin small letter f with hook](x)= [integral operator][[latin small letter f with hook](x+h)-[latin small letter f with hook](x)-[latin small letter f with hook]'(x)hl([-1,1])(h)][nu](x,dh) are considered. Sufficient conditions for Xt to have local times that serve as occupation time densities are given. In the case where [nu](x,dh)= h-(1+[alpha](x)), the stable-like case, these conditions reduce to: inf [alpha](x)>1 and [alpha](x) Dini continuous.
Year of publication: |
1988
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Authors: | Bass, Richard F. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 29.1988, 1, p. 65-83
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Publisher: |
Elsevier |
Keywords: | pure jump Markov processes stable-like processes local times occupation times symmetric stable processes purely discontinuous martingales pseudodifferential operators |
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