Local times of additive Lévy processes
Let be an additive Lévy process in withwhere X1,...,XN are independent, classical Lévy processes on with Lévy exponents [Psi]1,...,[Psi]N, respectively. Under mild regularity conditions on the [Psi]i's, we derive moment estimates that imply joint continuity of the local times in question. These results are then refined to precise estimates for the local and uniform moduli of continuity of local times when all of the Xi's are strictly stable processes with the same index [alpha][set membership, variant](0,2].
Year of publication: |
2003
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Authors: | Khoshnevisan, Davar ; Xiao, Yimin ; Zhong, Yuquan |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 104.2003, 2, p. 193-216
|
Publisher: |
Elsevier |
Keywords: | Additive and strictly stable Lévy processes Local times Laws of the iterated logarithm Local and uniform Holder estimates |
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