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Bertoin, Jean; Caballero, Maria-Emilia (1999). Regularity of the Cauchy principal value of the local times of some Lévy processes. Bulletin des Sciences Mathématiques, 123(1):47-58.
The Cauchy principal value C of the local times of a recurrent Lévy process with no negative jumps is constructed under minimal hypotheses. We establish the continuity of the sample paths of C and specify the real numbers p > 1 for which C has bounded p-variation a.s.
| Item Type: | Journal Article, not_refereed, original work |
|---|---|
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |
| Dewey Decimal Classification: | 510 Mathematics |
| Scopus Subject Areas: | Physical Sciences > General Mathematics |
| Language: | English |
| Date: | 1999 |
| Deposited On: | 25 Jul 2013 06:51 |
| Last Modified: | 09 Jan 2025 02:42 |
| Publisher: | Gauthier-Villars |
| ISSN: | 0007-4497 |
| OA Status: | Closed |
| Free access at: | Publisher DOI. An embargo period may apply. |
| Publisher DOI: | https://doi.org/10.1016/S0007-4497(99)80013-X |
| Related URLs: | http://www.ams.org/mathscinet-getitem?mr=1672550 http://www.zentralblatt-math.org/zbmath/search/?q=an%3A0922.60073 |
Bertoin, Jean