Title of article
Local times of additive Lévy processes
Author/Authors
Khoshnevisan، نويسنده , , Davar and Xiao، نويسنده , , Yimin and Zhong، نويسنده , , Yuquan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
24
From page
193
To page
216
Abstract
Let X={X(t); t∈R+N} be an additive Lévy process in Rd withX(t)=X1(t1)+⋯+XN(tN) ∀t∈R+N,where X1,…,XN are independent, classical Lévy processes on Rd with Lévy exponents Ψ1,…,ΨN, respectively. Under mild regularity conditions on the Ψiʹs, 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 Xiʹs are strictly stable processes with the same index α∈(0,2].
Keywords
Additive and strictly stable Lévy processes , local times , laws of the iterated logarithm , Local and uniform Hِlder estimates
Journal title
Stochastic Processes and their Applications
Serial Year
2003
Journal title
Stochastic Processes and their Applications
Record number
1577200
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