On the monotonicity of a function related to the local time of a symmetric Lévy process

Let [psi] be the characteristic exponent of a symmetric Lévy process X. The functionappears 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 is a Bernstein function.

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Year of publication:	2006
Authors:	Song, Renming ; Vondracek, Zoran
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 14, p. 1522-1528
Publisher:	Elsevier
Keywords:	Lévy processes Subordinate Brownian motion Local time Bernstein function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223286