Self-intersection local time of additive Levy process
文献类型：期刊论文
| 作者 | Zhong, YQ; Hu, DH |
| 刊名 | ACTA MATHEMATICA SCIENTIA
 |
| 出版日期 | 2002-04-01 |
| 卷号 | 22期号:2页码:261-268 |
| 关键词 | additive Levy process local time self-intersection local time Levy process isotropic stable process |
| ISSN号 | 0252-9602 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000175862400015 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17612]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。