Local times of additive Levy processes
文献类型：期刊论文
| 作者 | Khoshnevisan, D; Xiao, YM; Zhong, YQ |
| 刊名 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS
 |
| 出版日期 | 2003-04-01 |
| 卷号 | 104期号:2页码:193-216 |
| 关键词 | additive and strictly stable Levy processes local times laws of the iterated logarithm local and uniform Holder estimates |
| ISSN号 | 0304-4149 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000181506300002 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19058]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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