Self-intersection local time of additive Lévy process

DOI10.1016/S0252-9602(17)30480-0zbMATH Open1008.60064OpenAlexW2782805851MaRDI QIDQ698910FDOQ698910

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

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zbMATH Keywords

local timeself-intersection local timeadditive Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Cited In (6)

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

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