| 摘要: |
| 本文研究了可加稳定过程的自相交局部时的问题.利用Borel-Canteil引理等方法,得到可加稳定过程的自相交局部时的Hölder上界,推广了文献[5]中的结果. |
| 关键词: 可加稳定过程 局部时 自相交 Hölder上界 |
| DOI: |
| 分类号:O211.6 |
| 基金项目:国家自然科学基金资助(11101113). |
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| SELF-INTERSECTION LOCAL TIME OF ADDITIVE STABLEPROCESS |
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LIN Min-ying1,2
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1.Institute of Applied Mathematics, Hangzhou Normal University, Hangzhou 310036, China;2.Department of Mathematics, Hangzhou Normal University, Hangzhou 310036, China
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| Abstract: |
| This paper discusses the problem of the self-intersection local times of additive stable processes. By using Borel-Canteil lemma etc., we compute the uniform Hölder law of the increments of the self-intersection local times of additive stable processes, which extends the result in Zhong [5]. |
| Key words: additive stable process local times Hölder law upper bound |