| Existence and joint continuity of local time of multi-parameter fractional Lévy processes |
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| 引用本文： | 林正炎,程宗毛.Existence and joint continuity of local time of multi-parameter fractional Lévy processes[J].应用数学和力学(英文版),2009,30(3):381-390. |
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| 作者姓名： | 林正炎 程宗毛 |
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| 作者单位： | Zheng-yan LIN(Department of Mathematics, Zhejiang University, Hangzhou 310028, P. R, China);Zong-mao CHENG(Department of Mathematics, Zhejiang University, Hangzhou 310028, P. R, China;Institute of Applied Mathematics and Engineering Computation, Hangzhou Dianzi University, Hangzhou 310018, P. R. China)
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| 基金项目： | 国家自然科学基金，the Ph. D. Programs Foundation of Ministry of Education of China，浙江省自然科学基金 |
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| 摘 要： | In this paper, we introduce the definition of a multi-parameter fractional Lévy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its local time.
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| 关 键 词： | 联合连续性 参数分数 香格里拉 时间 进程 分解 |
| 收稿时间： | 2008-06-30 |
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