Existence and joint continuity of local time of multi-parameter fractional L´evy processes

doi:10.1007/s10483-009-0312-y

Applied Mathematics and Mechanics (English Edition) ›› 2009, Vol. 30 ›› Issue (3): 381-390.doi: https://doi.org/10.1007/s10483-009-0312-y

Existence and joint continuity of local time of multi-parameter fractional L´evy processes

林正炎,程宗毛

1. Department of Mathematics, Zhejiang University, Hangzhou 310028, P. R. China;
2. Institute of Applied Mathematics and Engineering Computation,Hangzhou Dianzi University, Hangzhou 310018, P. R. China

收稿日期:2008-06-30 修回日期:2008-12-28 出版日期:2009-03-05 发布日期:2009-03-01
通讯作者: Zong-mao CHENG, Associate Professor, Ph. D., E-mail: zmcheng@hdu.edu.cn E-mail:zmcheng@hdu.edu.cn

Existence and joint continuity of local time of multi-parameter fractional L´evy processes

Zheng-yan LIN, Zong-mao CHENG

1. Department of Mathematics, Zhejiang University, Hangzhou 310028, P. R. China;
2. Institute of Applied Mathematics and Engineering Computation,Hangzhou Dianzi University, Hangzhou 310018, P. R. China

Received:2008-06-30 Revised:2008-12-28 Online:2009-03-05 Published:2009-03-01
Contact: Zong-mao CHENG, Associate Professor, Ph. D., E-mail: zmcheng@hdu.edu.cn E-mail:zmcheng@hdu.edu.cn

摘要/Abstract

摘要： In this paper, we introduce the definition of a multi-parameter fractional L´evy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its local time.

关键词: multi-parameter fractional L´evy process, fractional Brownian sheet, local time, Gaussian random field, multi-parameter Poisson process, multi-parameter Brownian motion

Abstract: In this paper, we introduce the definition of a multi-parameter fractional L´evy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its local time.

Key words: multi-parameter fractional L´evy process, fractional Brownian sheet, local time, Gaussian random field, multi-parameter Poisson process, multi-parameter Brownian motion

中图分类号:

60F15
60G17

林正炎;程宗毛. Existence and joint continuity of local time of multi-parameter fractional L´evy processes[J]. Applied Mathematics and Mechanics (English Edition), 2009, 30(3): 381-390.

Zheng-yan LIN;Zong-mao CHENG. Existence and joint continuity of local time of multi-parameter fractional L´evy processes[J]. Applied Mathematics and Mechanics (English Edition), 2009, 30(3): 381-390.

Existence and joint continuity of local time of multi-parameter fractional L´evy processes

Existence and joint continuity of local time of multi-parameter fractional L´evy processes

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