• 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