SELF-INTERSECTION LOCAL TIME OF ADDITIVE LEVY PROCESS

作     者：钟玉泉 胡迪鹤 

作者机构：Chinese Acad Sci Inst Appl Math Beijing 100080 Peoples R China Panzhihua Univ Dept Base Panzhihua 617000 Peoples R China Wuhan Univ Dept Math Wuhan 430072 Peoples R China 

出 版 物：《Acta Mathematica Scientia》 (数学物理学报（B辑英文版）)

年 卷 期：2002年第22卷第2期

页      面：261-268页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported by the National Natural Science Foundation and the Doctoral Programme Foundation of China 

主　　题：Additive Levy process local time self-intersection local time Levy process isotropic stable process 

摘      要：This article discusses the problem of existence of jointly continuous self-intersection local time for an additive levy process. Here, local time is understood in the sense of occupation density, and by an additive Levy process the authors mean a process X = {X(t),t∈ R+N} which has the decomposition X = Xi X2 … XN, each Xl has the lower index αl, α= min{α1,…, αN}. Let Z = (Xt2 - Xt1, …, Xtr - Xtr-1). They prove that if Nrα d(r-1), then a jointly continuous local time of Z, i.e. the self-intersection local time of X, can be obtained.