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LOCAL TIME ANALYSIS OF ADDITIVE LVY PROCESSES WITH DIFFERENT LVY EXPONENTS 被引量:2

LOCAL TIME ANALYSIS OF ADDITIVE LVY PROCESSES WITH DIFFERENT LVY EXPONENTS
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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 钟玉泉
机构地区 School of Computer
出处 《Acta Mathematica Scientia》 SCIE CSCD 2009年第5期1155-1164,共10页 数学物理学报(B辑英文版)
关键词 additive Levy processes local time HSlder laws additive Levy processes local time HSlder laws
作者简介 E-mail: z_y_quan@sina.com
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同被引文献7

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