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The self-intersection local time of the generalized α-stable process

CHEN Zhen-long1,2;LIU San-yang1

  

  1. (1. School of Science, Xidian Univ., Xi'an 710071, China;
    2. Dept. of mathematics, Jingzhou 434104, China)
  • Received:1900-01-01 Revised:1900-01-01 Online:2004-04-20 Published:2004-04-20

Abstract: We study the existence and the joint continuity of the self-intersection local time of N-parameter d-dimension generalized α-stable processes, and present a sufficient condition for the existence of square integrable and the joint continuity of this process. These results contain and extend the results of N-parameter d-dimension α-stable processes and N-parameter d-dimension generalized Brownian Sheet.

Key words: self-intersection local time, α-stable process, generalized Brownian Sheet, joint continuity

CLC Number: 

  • O211.6