# Variation and Rough Path Properties of Local Times of Lévy Processes

In this paper, we will prove that the local time of a L\evy process is of finite $p$-variation in the space variable in the classical sense, a.s. for any $p2$, $t\geq 0$, if the L\evy measure satisfies \$\int {R\setminus \{0\}}|y|^{3\over 2}\wedge 1ndy

Author: Chunrong Feng; Huaizhong Zhao

Source: https://archive.org/