Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156893 | Stochastic Processes and their Applications | 2010 | 42 Pages |
Abstract
We study the object formally defined as equation(0.1)γ([0,t]2)=∬[0,t]2|Xs−Xr|−σdrds−E∬[0,t]2|Xs−Xr|−σdrds, where XtXt denotes the symmetric stable processes of index 0<β≤20<β≤2 in RdRd. When β≤σ
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Xia Chen, Jay Rosen,