Self-intersection local time of additive Lévy process

DOI10.1016/S0252-9602(17)30480-0MaRDI QIDQ698910zbMATHOpenAlexFDO

Authors Yuquan Zhong, Dihe Hu

Publication date 28 March 2003

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(17)30480-0

zbMATH Keywords

local timeself-intersection local timeadditive Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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Cited in

(6)

• Existence and joint continuity of local time of multi-parameter fractional Lévy processes
• Some path properties of generalized Lévy sheet
• Local time of additive Levy process
• Local times of additive Lévy processes.
• Self-intersection local times of additive processes: large deviation and law of the iterated logarithm
• Local time analysis of additive Lévy processes with different Lévy exponents

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