Affordable Access

On the monotonicity of a function related to the local time of a symmetric Lévy process



Let [psi] be the characteristic exponent of a symmetric Lévy process X. The functionappears in various studies on the local time of X. We study monotonicity properties of the function h. In case when X is a subordinate Brownian motion, we show that is a Bernstein function.

There are no comments yet on this publication. Be the first to share your thoughts.