Self-intersection local time of additive Levy process

CSpace

	Self-intersection local time of additive Levy process
	Zhong, YQ ; Hu, DH
	2002-04-01
发表期刊	ACTA MATHEMATICA SCIENTIA
ISSN	0252-9602
卷号	22 期号:2 页码:261-268
摘要	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.
关键词	additive Levy process local time self-intersection local time Levy process isotropic stable process
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000175862400015
出版者	KLUWER ACADEMIC PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17613
专题	中国科学院数学与系统科学研究院
作者单位	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
推荐引用方式 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.