Self-intersection local time of additive Lévy process (Q698910)
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scientific article; zbMATH DE number 1810195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-intersection local time of additive Lévy process |
scientific article; zbMATH DE number 1810195 |
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Self-intersection local time of additive Lévy process (English)
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28 March 2003
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Additive Lévy processes are \(N\)-parameter stochastic processes designed by adding \(N\) one-parameter independent Lévy processes. The authors obtain a sufficient condition for the existence of the self-intersection local time of such processes. Then, using a continuity lemma of Garsia, they prove the joint continuity of this local time under simple conditions on the exponent functions of the components of the process.
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additive Lévy process
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local time
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self-intersection local time
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