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Tanaka formula for Lévy processes

Le : 16/10/2017 11h00
Par : Hiroshi Tsukada (Osaka City University)
Lieu : i103
Lien web :
Résumé : In this talk, we shall introduce the Tanaka formula from viewpoint of the Doob-Meyer decomposition for local times. For strictly stable processes with index $1<\alpha<2$, we obtained the Tanaka formula by using the Itô calculus and the Fourier analysis. On the other hand, for Lévy processes, we obtained the Tanaka formula via the potential theoretic approach.