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A decomposition for additive functional of Levy processes (1309.0142v4)
Published 31 Aug 2013 in math.PR
Abstract: Motivated by the recent results of Nualart and Xu \cite{Nualart} concerning limits laws for occupation times of one dimensional symmetric stable processes, this paper proves a decomposition for functionals of one dimensional symmetric L\'evy processes under certain conditions on the characteristic exponent and computes the moments of the decomposition.
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