Local times of spectrally positive Levy processes with Gaussian components are equal in law to the unique solution of a stochastic Volterra equation, with new comparison, regularity, moment, and Laplace-functional consequences.
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Stochastic Volterra Equations for Local Times of Spectrally Positive L\'evy Processes with Gaussian Components
Local times of spectrally positive Levy processes with Gaussian components are equal in law to the unique solution of a stochastic Volterra equation, with new comparison, regularity, moment, and Laplace-functional consequences.