Abstract
Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable Lévy process of index . The first kind is a function of the local time at the origin, and the second kind is the exponential of an occupation time integral. Special emphasis is put on the role played by a stable Lévy counterpart of the universal -finite measure, found in [9] and [10], which unifies the corresponding limit theorems in the Brownian setup for which .
Citation
Kouji YANO. Yuko YANO. Marc YOR. "Penalising symmetric stable Lévy paths." J. Math. Soc. Japan 61 (3) 757 - 798, July, 2009. https://doi.org/10.2969/jmsj/06130757
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