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Uniform control of local times of spectrally...
Journal article

Uniform control of local times of spectrally positive stable processes

Abstract

We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked by a random path. The second gives moment control on the Hölder constant of the local times, uniformly across a compact spatial interval and in certain random time intervals. For the latter, we introduce the notion of a Lévy process restricted to a compact interval, which is a variation of Lambert’s Lévy process confined in a finite interval and of Pistorius’ doubly reflected process. We use the results of this paper to exhibit a class of path-continuous branching processes of Crump–Mode–Jagers-type with continuum genealogical structure. A further motivation for this study lies in the construction of diffusion processes in spaces of interval partitions and $\mathbb{R}$-trees, which we explore in forthcoming articles. In that context, local times correspond to branch lengths.

Authors

Forman N; Pal S; Rizzolo D; Winkel M

Journal

The Annals of Applied Probability, Vol. 28, No. 4, pp. 2592–2634

Publisher

Institute of Mathematical Statistics

Publication Date

August 1, 2018

DOI

10.1214/17-aap1370

ISSN

1050-5164

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