IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v104y2003i2p193-216.html
   My bibliography  Save this article

Local times of additive Lévy processes

Author

Listed:
  • Khoshnevisan, Davar
  • Xiao, Yimin
  • Zhong, Yuquan

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].

Suggested Citation

  • Khoshnevisan, Davar & Xiao, Yimin & Zhong, Yuquan, 2003. "Local times of additive Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 104(2), pages 193-216, April.
    • Handle: RePEc:eee:spapps:v:104:y:2003:i:2:p:193-216
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4149(02)00237-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Vares, Maria E., 1983. "Local times for two-parameter Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 15(1), pages 59-82, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hyunchul Park & Yimin Xiao & Xiaochuan Yang, 2020. "Uniform Dimension Results for the Inverse Images of Symmetric Lévy Processes," Journal of Theoretical Probability, Springer, vol. 33(4), pages 2213-2232, December.
    2. Chen, Xia, 2006. "Self-intersection local times of additive processes: Large deviation and law of the iterated logarithm," Stochastic Processes and their Applications, Elsevier, vol. 116(9), pages 1236-1253, September.
    3. Thomas S. Mountford, 2007. "Level Sets of Multiparameter Stable Processes," Journal of Theoretical Probability, Springer, vol. 20(1), pages 25-46, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:104:y:2003:i:2:p:193-216. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.