





















This paper is concerned with asymptotic behavior (at zero and at infinity) of the favorite points of Lévy processes. By exploring Molchan's idea for deriving lower tail probabilities of Gaussian processes with stationary increments, we extend the result of Marcus (2001) on the favorite points to a larger class of symmetric Lévy processes.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。