Two uniform intrinsic constructions for the local time of a class of Lévy processes
Barlow, Martin T. ; Perkins, Edwin A. ; Taylor, S. James
Illinois J. Math., Tome 30 (1986) no. 3, p. 19-65 / Harvested from Project Euclid
We show that if $X$ is a Lévy process with a regularly varying exponent function and a local time, $L_{t}^{x}$, that satisfies a mild continuity condition, then for an appropriate function $\phi$, $$\phi-m\{s \leq t|X_{s} = x\} =L_{t}^{x}\quad \forall t \geq 0, \,x \in \mathbf{R}\,\,\,\sy{a.s.}$$ Here $\phi-m(E)$ denotes the Hausdorff $\phi$-measure of the set $E$. In particular if $X$ is a stable process of index $\alpha >1$, this solves a problem of Taylor and Wendel. We also prove that under essentially the same conditions, a construction of $L_{t}^{0}$ due to Kingman, in fact holds uniformly over all levels.
Publié le : 1986-03-15
Classification:  60J30,  60G17
@article{1256044751,
     author = {Barlow, Martin T. and Perkins, Edwin A. and Taylor, S. James},
     title = {Two uniform intrinsic constructions for the local time of a class of L\'evy processes},
     journal = {Illinois J. Math.},
     volume = {30},
     number = {3},
     year = {1986},
     pages = { 19-65},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1256044751}
}
Barlow, Martin T.; Perkins, Edwin A.; Taylor, S. James. Two uniform intrinsic constructions for the local time of a class of Lévy processes. Illinois J. Math., Tome 30 (1986) no. 3, pp.  19-65. http://gdmltest.u-ga.fr/item/1256044751/