Self-intersection local time of additive Lévy process
type: Item
instance of: scholarly article
title: Self-intersection local time of additive Lévy process
zbMATH Open document ID: 1008.60064
DOI: 10.1016/S0252-9602(17)30480-0
author: Yuquan Zhong
author: Dihe Hu
published in: Acta Mathematica Scientia. Series B. (English Edition)
publication date: 2003-03-28T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 1810195
zbMATH Keywords: additive Lévy process
zbMATH Keywords: local time
zbMATH Keywords: self-intersection local time
reviewed by: Dominique Lépingle
MaRDI profile type: Publication
full work available at URL: s0252-9602(17)30480-0
OpenAlex ID: W2782805851
description: scientific article; zbMATH DE number 1810195