On Moduli of Continuity for Local Times of Fractional Stable Processes

被引：0

作者：

Guerbaz, Raby ^{[1
]}

机构：

[1] Hassan II Univ Mohammedia, Dept Econ & Management, FSJES Ain Sebaa, Mohammadia, Morocco

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2009年 / 22卷 / 04期

关键词：

Hausdorff measure; Level sets; Linear fractional stable motion; Local times; SAMPLE PATH PROPERTIES; SELF-SIMILAR PROCESSES; GAUSSIAN-PROCESSES; HOLDER CONDITIONS; BROWNIAN-MOTION; NONDETERMINISM; FIELDS; LIMIT; LAW;

D O I：

10.1007/s10959-009-0214-x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We establish estimates for moduli of continuity of the local times of a class of self-similar stable processes. Our arguments yield also sharp lower bounds for the Hausdorff measure of the level sets of these processes. Finally, we prove the continuity in law of the local times with respect to the self-similarity index for a wide class of self-similar stable processes.

引用

页码：934 / 954

页数：21

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