ON THE DISTRIBUTION OF THE HILBERT TRANSFORM OF THE LOCAL TIME OF A SYMMETRICAL LEVY PROCESS
成果类型：
Article
署名作者：
FITZSIMMONS, PJ; GETOOR, RK
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989702
发表日期：
1992
页码：
1484-1497
关键词：
摘要：
We derive simple explicit formulas for the Fourier-Laplace transforms of the Hilbert transform and related functionals of the local time of a symmetric Levy process. These formulas generalize results of Biane and Yor for Brownian motion. The method of proof provides an explanation (of sorts) for the presence of the hyperbolic functions in such formulas.