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广义α-stable过程自相交局部时增量的Hlder律及重点

Holder Laws and Multiple Points for Self-intersection Local Time Increments of Generalized α-stable Process
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摘要 该文研究了N指标d维广义α-stable过程自相交局部时增量的Holder律.并利用所得自相交局部时的性质,证明了该过程重点的存在性,得到了该过程多重时的Hausdorff维数及测度的下界.所得结论包含并推广了广义布朗单及stable单相应的结果. In this paper the authors discuss the H(oe)der laws for self-intersection local time increments of N-parameter d-dimension generalized α-stable process, prove the existence of multiple points, and obtan the lower bounds about Hausdorff dimension and Hausdorff measure of multiple time. The obtained results contain and extend the existing results of generalized Brownian sheet and Stable sheet.
出处 《数学物理学报(A辑)》 CSCD 北大核心 2006年第2期241-250,共10页 Acta Mathematica Scientia
基金 湖北省高等学校杰出中青年科技创新团队基金 自然科学重点基金(2003A005)资助
关键词 自相交局部时 H(oe)der律 α—stable过程 重点 Self-intersection local time H(oe)der law α-stable process Multiple point.
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