论文标题
当地时间对莱维流程的各种时钟处罚
Local time penalizations with various clocks for Lévy processes
论文作者
论文摘要
研究了通过当地时代功能加权和标准化的一维lévy过程的几个长期限制定理。长期限制是通过某些随机时间（称为时钟：指数时钟，命中时间时钟，两点击球时间时钟和倒数本地时间时钟）进行的。极限度量可以通过某个因命中命中命中的过程而表达的特定曲折表征来表征。当原始Lévy过程复发并且有限差异时，极限过程可能会根据时钟的选择而有所不同。
Several long-time limit theorems of one-dimensional Lévy processes weighted and normalized by functions of the local time are studied. The long-time limits are taken via certain families of random times, called clocks: exponential clock, hitting time clock, two-point hitting time clock and inverse local time clock. The limit measure can be characterized via a certain martingale expressed by an invariant function for the process killed upon hitting zero. The limit processes may differ according to the choice of the clocks when the original Lévy process is recurrent and of finite variance.
