Self-intersection local time of additive Lévy process
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.
scientific article; zbMATH DE number 1810195