Existence and joint continuity of local time of multi-parameter fractional Lévy processes

DOI10.1007/s10483-009-0312-yzbMath1166.60324OpenAlexW1997810120MaRDI QIDQ1016214

Zheng Yan Lin, Zong-Mao Cheng

Publication date: 4 May 2009

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10483-009-0312-y

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (5)

Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean ⋮ Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations ⋮ Local times of linear multifractional stable sheets ⋮ Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process ⋮ Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from discrete observations

Cites Work

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• Self-intersections of random fields
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• The uniform dimension of the level sets of a Brownian sheet
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Sample functions of the \(N\)-parameter Wiener process
• Local times of fractional Brownian sheets
• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• Sample function properties of multi-parameter stable processes

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