Yimin Xiao, Xiaochuan Yang
Published 2017-11-12Version 1
This paper is concerned with asymptotic behavior (at zero and at infinity) of the favorite points of L\'evy 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 L\'evy processes.
$L^p$ moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
Hitting times of points for symmetric Lévy processes with completely monotone jumps
Hitting times of points and intervals for symmetric Lévy processes
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