Existence and joint continuity of local time of multi-parameter fractional Lévy processes

被引：2

作者：

林正炎 ^{[1
]}

程宗毛 ^{[1
,2
]}

机构：

[1] Department of Mathematics,Zhejiang University

[2] Institute of Applied Mathematics and Engineering Computation,Hangzhou Dianzi University

来源：

AppliedMathematicsandMechanics(EnglishEdition) | 2009年 / 30卷 / 03期

基金：

中国国家自然科学基金;

关键词：

multi-parameter fractional Lévy process; fractional Brownian sheet; local time; Gaussian random field; multi-parameter Poisson process; multi-parameter Brownian motion;

D O I：

暂无

中图分类号：

O211.6 [随机过程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper,we introduce the definition of a multi-parameter fractional Lévy process and its local time,and show its decomposition.Using the decomposition,we prove existence and joint continuity of its local time.

引用

页码：381 / 390

页数：10

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