Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4664955 | Acta Mathematica Scientia | 2009 | 10 Pages |
Abstract
Let X1, …, XN be independent, classical Lévy processes on ℝd with Lévy exponents Ψ1, …, ΨN, respectively. The corresponding additive Lévy process is defined as the following N-parameter random field on ℝd, X(t) ≜ X1(t1)+ … + XN (tN), ∀t ∈ ℝN+. Under mild regularity conditions on the Ψi's, we derive estimate for the local and uniform moduli of continuity of local times of X = {X(t); t ∈ ℝN+}.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)