Uniform control of local times of spectrally positive stable processes

We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked by a random path. The second gives moment control on the Höl...

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Bibliographic Details
Main Authors: Forman, N, Pal, S, Rizzolo, D, Winkel, M
Format: Journal article
Published: Institute of Mathematical Statistics 2018