Fractional derivatives of local times of stable Lévy processes as the limits of the occupation time problem in Besov space

• Autorzy: Ouhara M. A. , Eddahbi M. , Ouali M.
• Języki publikacji: EN

Abstrakty

EN

In this paper, we firstly study the Besov regularity of the local time of symmetric stable processes and of its fractional derivative. Secondly, we establish limit theorems for occupation times of α-symmetric stable processes with 1 < α ≤ 2 in some Besov spaces. Finally, we give the strong approximation version of our limit theorems.

Słowa kluczowe

EN

stable processes; local time; fractional derivative; occupation time problem; Besov space

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2004
• Tom: Vol. 24, Fasc. 2
• Strony: 263--279
• Opis fizyczny: Bibliogr. 19 poz.

Twórcy

autor

Ouhara M. A.

• Département de Mathématiques, Faculté des Sciences Semlalia, UCAM, B.P. 2390, Marrakech, Maroc

autor

Eddahbi M.

• Département de Mathématique et Informatique, Faculté des Sciences et Techniques, UCAM, B.P. 549, Marrakech, Maroc

autor

Ouali M.

• Département de Mathématiques, Faculté des Sciences Semlalia, UCAM, B.P. 2390, Marrakech, Maroc

Bibliografia

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