Local times of additive Levy processes

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	Local times of additive Levy processes
	Khoshnevisan, D ; Xiao, YM ; Zhong, YQ
	2003-04-01
发表期刊	STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN	0304-4149
卷号	104 期号:2 页码:193-216
摘要	Let 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.
关键词	additive and strictly stable Levy processes local times laws of the iterated logarithm local and uniform Holder estimates
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000181506300002
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/19059
专题	中国科学院数学与系统科学研究院
通讯作者	Xiao, YM
作者单位	1.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
推荐引用方式 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.