广义α-stable过程自相交局部时增量的Holder律及重点

数学物理学报

广义α-stable过程自相交局部时增量的Holder律及重点

陈振龙; 李慧琼

浙江工商大学统计与计算科学学院杭州 310035

收稿日期:2003-12-25 修回日期:2005-01-16 出版日期:2006-04-25 发布日期:2006-04-25
通讯作者: 陈振龙
基金资助:
湖北省高等学校杰出中青年科技创新团队基金和自然科学重点基金(2003A005)资助

Holder Laws and Multiple Points for Self-intersection Local Time Increments of Generalized α-stable Process

Chen Zhenlong; Li Huiqiong

College of Statistics and Computing Science, Zhejiang Gongshang University, Hangzhou 310035

Received:2003-12-25 Revised:2005-01-16 Online:2006-04-25 Published:2006-04-25
Contact: Chen Zhenlong

摘要/Abstract

摘要： 文研究了 N 指标 d 维广义α-stable过程自相交局部时增量的Holder律. 并利用所得自相交局部时的性质, 证明了该过程重点的存在性, 得到了该过程多重时的Hausdorff维数及测度的下界.所得结论包含并推广了广义布朗单及stable单相应的结果.

关键词: 自相交局部时, Holder律, α-stable过程, 重点

Abstract: In this paper the authors discuss the Holder laws for self-intersection local time increments of N-parameter d-dimension generalized α-stable
process, prove the existence of multiple points, and obtan the lower bounds about Hausdorff dimension and Hausdorff measure of multiple time. The obtained results contain and extend the existing results of
generalized Brownian sheet and Stable sheet.

Key words: Self-intersection local time, H\"older law, α-stable process, Multiple point

中图分类号:

65J55

陈振龙; 李慧琼. 广义α-stable过程自相交局部时增量的Holder律及重点[J]. 数学物理学报, 2006, 26(2): 241-250.

Chen Zhenlong; Li Huiqiong. Holder Laws and Multiple Points for Self-intersection Local Time Increments of Generalized α-stable Process[J]. Acta mathematica scientia,Series A, 2006, 26(2): 241-250.