Abstract
We consider the local time process of a symmetric stable process X with an index β in (1,2]. We compute the p-variation of L on any rectangle of . Unlike for the p-variation of L with respect to the spatial parameter (studied by Marcus and Rosen), we show here that the Brownian case - when β= 2 - is atypical.
Citation
Nathalie Eisenbaum. "On local times of a symmetric stable process as a doubly indexed process." Bernoulli 6 (5) 871 - 886, oct 2000.
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