The self-intersection local time of the generalized α-stable process
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CHEN Zhen-long1,2;LIU San-yang1
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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
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CHEN Zhen-long1;2;LIU San-yang1.
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URL: https://journal.xidian.edu.cn/xdxb/EN/
https://journal.xidian.edu.cn/xdxb/EN/Y2004/V31/I2/310
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