LOCAL TIME ANALYSIS OF ADDITIVE L\'EVY PROCESSES WITH DIFFERENT LÉVY EXPONENTS

doi:10.1016/S0252-9602(09)60093-X

摘要/Abstract

摘要：

Let X₁,…,X_N be independent, classical Lévy processes on R^d with Lévy exponents Ψ₁,…,Ψ_N, respectively. The
corresponding additive Lévy process is defined as the following $N$-parameter random field on R^d, X(t)=X₁(t₁)+…+X_N(t_N), ∨t ∈ R^N+. Under mild regularity conditions on the Ψ_i's, we derive estimate for the local and uniform moduli of continuity of local times of X={X(t);t ∈ R^N+}.

关键词: additive Lévy pocesses, local time, Hölder laws

Abstract:

Key words: additive Lévy pocesses, local time, Hölder laws

中图分类号:

60G52

钟玉泉. LOCAL TIME ANALYSIS OF ADDITIVE L\'EVY PROCESSES WITH DIFFERENT LÉVY EXPONENTS[J]. 数学物理学报(英文版), 2009, 29(5): 1155-1164.

ZHONG Yu-Quan. LOCAL TIME ANALYSIS OF ADDITIVE L\'EVY PROCESSES WITH DIFFERENT LÉVY EXPONENTS[J]. Acta mathematica scientia,Series B, 2009, 29(5): 1155-1164.

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