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Local Time of Additive Levy Process

Local Time of Additive Levy Process
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摘要 We studied the problem of existence of jointly continuous local time for an additive process. Here, 'local time' is understood in the sence of occupation density, and by an additive Levy process we mean a process X = {X(t), t ∈ R^d_+ ) } which has the decomposition X= X_1, X_2 ... X_N. We prove that if the product of it slower index and N is greater than d, then a jointly continuous local time can he obtained via Berman's method. We studied the problem of existence of jointly continuous local time for an additive process. Here, 'local time' is understood in the sence of occupation density, and by an additive Levy process we mean a process X = {X(t), t ∈ R^d_+ ) } which has the decomposition X= X_1, X_2 ... X_N. We prove that if the product of it slower index and N is greater than d, then a jointly continuous local time can he obtained via Berman's method.
出处 《Wuhan University Journal of Natural Sciences》 CAS 2000年第1期7-12,共6页 武汉大学学报(自然科学英文版)
基金 the National Natural Science Foundation of China
关键词 additive Levy process local time Levy process isotropic stable process additive Levy process local time Levy process isotropic stable process
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参考文献10

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