Local times of additive Lévy processes

Davar Khoshnevisan, Yimin Xiao and Yuquan Zhong

Stochastic Processes and their Applications, 2003, vol. 104, issue 2, 193-216

Abstract: Let be an additive Lévy process in withwhere X1,...,XN are independent, classical Lévy processes on with Lévy exponents [Psi]1,...,[Psi]N, respectively. Under mild regularity conditions on the [Psi]i's, we derive moment estimates that imply joint continuity of the local times in question. These results are then refined to precise estimates for the local and uniform moduli of continuity of local times when all of the Xi's are strictly stable processes with the same index [alpha][set membership, variant](0,2].

Keywords: Additive; and; strictly; stable; Lévy; processes; Local; times; Laws; of; the; iterated; logarithm; Local; and; uniform; Holder; estimates (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (3)

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