Email Alert    RSS

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

• Articles • Previous Articles     Next Articles

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

Zheng-yan LIN, Zong-mao CHENG   

  1. 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

PDF

1089

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

2010 MSC Number: 

APS Journals | CSTAM Journals | AMS Journals | EMS Journals | ASME Journals
Total visitors:
Copyright © Applied Mathematics and Mechanics (English Edition)
Address：P. O. Box 122, Shanghai University, 99 Shangda Road, Shanghai 200444, China
E-mail： amm@department.shu.edu.cn
Technical support: Beijing Magtech Co.ltd support@magtech.com.cn