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Local times of additive Levy processes
Khoshnevisan, D; Xiao, YM; Zhong, YQ
2003-04-01
Source PublicationSTOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN0304-4149
Volume104Issue:2Pages:193-216
AbstractLet X = {X(t); t is an element of R-+(N)} be an additive Levy process in R-d with X(t) = X-1 (t(1)) +...+ X-N(t(N)) For Allt is an element of R-+(N), where X-1,...,X-N are independent, classical Levy processes on R-d with Levy exponents Psi(1),..., Psi(N), respectively. Under mild regularity conditions on the Psi(i)'s, we derive moment estimates that imply joint continuity of the local times in question. These results are then refined to precise estimates for the local and uniform moduli of continuity of local times when all of the X-i's are strictly stable processes with the same index alpha is an element of (0, 2]. (C) 2002 Elsevier Science B.V. All rights reserved.
Keywordadditive and strictly stable Levy processes local times laws of the iterated logarithm local and uniform Holder estimates
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000181506300002
PublisherELSEVIER SCIENCE BV
Citation statistics
Cited Times:24[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/19059
Collection中国科学院数学与系统科学研究院
Affiliation1.Univ Utah, Dept Math, Salt Lake City, UT 84112 USA
2.Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
3.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Khoshnevisan, D,Xiao, YM,Zhong, YQ. Local times of additive Levy processes[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2003,104(2):193-216.
APA Khoshnevisan, D,Xiao, YM,&Zhong, YQ.(2003).Local times of additive Levy processes.STOCHASTIC PROCESSES AND THEIR APPLICATIONS,104(2),193-216.
MLA Khoshnevisan, D,et al."Local times of additive Levy processes".STOCHASTIC PROCESSES AND THEIR APPLICATIONS 104.2(2003):193-216.
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