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Local time of additive Levy process

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Wuhan University Journal of Natural Sciences

Abstract

We studied the problem of existence of jointly continuous local time for an additive process. Here, “local time” is understood in the sence of occupation density, and by an additive Lévy process we mean a processX={X(t), t∈R d+ )} which has the decompositionX=X 1⊕X2⊕…⊕XN. We prove that if the product of it slower index andN is greater thand, then a jointly continuous local time can be obtained via Berman's method.

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Authors and Affiliations

  1. College of Mathematics and Computer Science, Wuhan University, 430072, Wuhan, China

    Zhong Yu-quan & Hu Di-he

  2. Department of Base, Panzhihua University, 617000, Sichuan, China

    Zhong Yu-quan

Authors
  1. Zhong Yu-quan
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  2. Hu Di-he
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Additional information

Foundation item: Supported by the National Natural Science Foundation of China

Biography: ZHONG Yu-quan(1965-), male, Ph. D candidate, current research interest is in stochastic process.

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Yu-quan, Z., Di-he, H. Local time of additive Levy process. Wuhan Univ. J. Nat. Sci. 5, 007–012 (2000). https://doi.org/10.1007/BF02828299

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  • DOI: https://doi.org/10.1007/BF02828299

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