摘要
Let X1 XN be independent, classical Levy processes on R^d with Levy exponents ψ1,…, ψN, respectively. The corresponding additive Levy process is defined as the following N-parameter random field on R^d, X(t) △= X1(t1) + ... + XN(tN), At∈N. Under mild regularity conditions on the ψi's, we derive estimate for the local and uniform moduli of continuity of local times of X = {X(t); t ∈R^N}.
Let X1 XN be independent, classical Levy processes on R^d with Levy exponents ψ1,…, ψN, respectively. The corresponding additive Levy process is defined as the following N-parameter random field on R^d, X(t) △= X1(t1) + ... + XN(tN), At∈N. Under mild regularity conditions on the ψi's, we derive estimate for the local and uniform moduli of continuity of local times of X = {X(t); t ∈R^N}.
作者简介
E-mail: z_y_quan@sina.com