Acta mathematica scientia, Series B >
LOCAL TIME ANALYSIS OF ADDITIVE L\'EVY PROCESSES WITH DIFFERENT LÉVY EXPONENTS
Received date: 2008-02-04
Online published: 2009-09-20
Let X1,…,XN be independent, classical Lévy processes on Rd with Lévy exponents Ψ1,…,ΨN, respectively. The
corresponding additive Lévy process is defined as the following $N$-parameter random field on Rd, X(t)=X1(t1)+…+XN(tN), ∨t ∈ RN+. 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 ∈ RN+}.
Key words： additive Lévy pocesses; local time; Hölder laws
ZHONG Yu-Quan . LOCAL TIME ANALYSIS OF ADDITIVE L\'EVY PROCESSES WITH DIFFERENT LÉVY EXPONENTS[J]. Acta mathematica scientia, Series B, 2009 , 29(5) : 1155 -1164 . DOI: 10.1016/S0252-9602(09)60093-X
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