Existence and joint continuity of local time of multi-parameter fractional L&acute;evy processes

Zheng-yan LIN;Zong-mao CHENG

doi:10.1007/s10483-009-0312-y

Applied Mathematics and Mechanics >

2009 , Vol. 30 >Issue 3: 381 - 390

DOI: https://doi.org/10.1007/s10483-009-0312-y

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

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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 date: 2008-06-30

Revised date: 2008-12-28

Online published: 2009-03-01

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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

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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, 2009 , 30(3) : 381 -390 . DOI: 10.1007/s10483-009-0312-y

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