LIN Zheng-yan, CHENG Zong-mao. Existence and Joint Continuity of Local Time of Multiparameter Fractional Léy Processes[J]. Applied Mathematics and Mechanics, 2009, 30(3): 360-368.
Citation: LIN Zheng-yan, CHENG Zong-mao. Existence and Joint Continuity of Local Time of Multiparameter Fractional Léy Processes[J]. Applied Mathematics and Mechanics, 2009, 30(3): 360-368.

Existence and Joint Continuity of Local Time of Multiparameter Fractional Léy Processes

  • Received Date: 2008-06-30
  • Rev Recd Date: 2008-12-01
  • Publish Date: 2009-03-15
  • The definition of multiparameter fractional Lvy process which more general than that studied by Xiao and Zhang was introduced firstly, and then a decomposition for it was given and shown. Later using this decomposition, existence and joint continuity of its local time were proved.
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