KMS Of Academy of mathematics and systems sciences, CAS
| Self-intersection local time of additive Levy process | |
| Zhong, YQ; Hu, DH | |
| 2002-04-01 | |
| Source Publication | ACTA MATHEMATICA SCIENTIA
 |
| ISSN | 0252-9602 |
| Volume | 22Issue:2Pages:261-268 |
| Abstract | This article discusses the problem of existence of jointly continuous self-intersection local time for an additive levy process. Here, "local time" is understood in the sense of occupation density, and by an additive Levy process the authors mean a process X = {X(t), t is an element of R-+(N))} which has the decomposition X = X(1)circle plus X(2)circle plus...circle plusX(N), each X-l has the lower index alpha(l),alpha = min{alpha(1),...alpha(N)}. Let Z = (X-t2 - X-t1,...,X-tr - Xt(r-1)). They prove that if Nralpha > d(r - 1), then a jointly continuous local time of Z, i.e. the self-intersection local time of X, can be obtained. |
| Keyword | additive Levy process local time self-intersection local time Levy process isotropic stable process |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Mathematics |
| WOS ID | WOS:000175862400015 |
| Publisher | KLUWER ACADEMIC PUBL |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/17613 |
| Collection | 中国科学院数学与系统科学研究院 |
| Affiliation | 1.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.Panzhihua Univ, Dept Base, Panzhihua 617000, Peoples R China 3.Wuhan Univ, Dept Math, Wuhan 430072, Peoples R China |
| Recommended Citation GB/T 7714 | Zhong, YQ,Hu, DH. Self-intersection local time of additive Levy process[J]. ACTA MATHEMATICA SCIENTIA,2002,22(2):261-268. |
| APA | Zhong, YQ,&Hu, DH.(2002).Self-intersection local time of additive Levy process.ACTA MATHEMATICA SCIENTIA,22(2),261-268. |
| MLA | Zhong, YQ,et al."Self-intersection local time of additive Levy process".ACTA MATHEMATICA SCIENTIA 22.2(2002):261-268. |
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