Existence and Joint Continuity of Local Time of Multiparameter Fractional Léy Processes
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摘要: 首先引进了一类比Xiao和Zhang研究过的Gauss随机场更为一般的多参数Lévy过程．然后给出并证明了此过程的一种分解，并利用这一分解，证明了该过程的局部时的存在性和联合连续性．
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关键词:
- 多参数分数Lévy过程 /
- 分数Brown单 /
- 局部时 /
- Gauss随机场 /
- 多参数Poisson过程 /
- 多参数Brown运动
Abstract: 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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