Existence and joint continuity of local time of multi-parameter fractional L,vy processes

被引：6

作者：

Lin, Zheng-yan ^{[1
]}

Cheng, Zong-mao ^{[1
,2
]}

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China

[2] Hangzhou Dianzi Univ, Inst Appl Math & Engn Computat, Hangzhou 310018, Peoples R China

来源：

APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION | 2009年 / 30卷 / 03期

基金：

中国国家自然科学基金;

关键词：

multi-parameter fractional Levy process; fractional Brownian sheet; local time; Gaussian random field; multi-parameter Poisson process; multi-parameter Brownian motion; HAUSDORFF MEASURE; RANDOM-FIELDS; LEVEL SETS; INTERSECTIONS;

D O I：

10.1007/s10483-009-0312-y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we introduce the definition of a multi-parameter fractional L,vy 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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