Self-intersection local time of additive Levy process
Zhong, YQ; Hu, DH
AbstractThis 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.
Keywordadditive Levy process local time self-intersection local time Levy process isotropic stable process
WOS Research AreaMathematics
WOS SubjectMathematics
WOS IDWOS:000175862400015
Citation statistics
Cited Times:2[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Affiliation1.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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Zhong, YQ]'s Articles
[Hu, DH]'s Articles
Baidu academic
Similar articles in Baidu academic
[Zhong, YQ]'s Articles
[Hu, DH]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Zhong, YQ]'s Articles
[Hu, DH]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.