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Self-intersection local time of additive Levy process
Zhong, YQ; Hu, DH
2002-04-01
Source PublicationACTA MATHEMATICA SCIENTIA
ISSN0252-9602
Volume22Issue:2Pages:261-268
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
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics
WOS IDWOS:000175862400015
PublisherKLUWER ACADEMIC PUBL
Citation statistics
Cited Times:2[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/17613
Collection中国科学院数学与系统科学研究院
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.
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