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The Local Times Of Multi-parameter Processes With Stable Components And Additive Stable Components

Posted on:2005-10-03Degree:MasterType:Thesis
Country:ChinaCandidate:X Z XiongFull Text:PDF
GTID:2120360122997697Subject:Probability theory and mathematical statistics
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In 1981,Ehm sloved the existence and the smoothness properties and the asymptotic behavior of the local time. In 2003,Xiao etc. discussed the correspend problems of the local time . Jain, Pruitt and Taylor discussed the one-parameter processes with stable components, but it doesn't exist local times. However, few papers discuss about the properties of the local time on multi- parameter processes with stable or additive stable components.In this paper the local times on multi-parameter processes with stable or additive stable components are discussed. The main results are as follows:I) The existence and the continuousness properties of the local time for multi-parameter processes with stable components.(N,dh,ah) stable processes Respectively; d = We obtain the result as follows:If then almost surely X has jointly continuous local times II) Holder laws for local times increments on multi-parameter processes with stable components.the local times of We obtain the results as follows :1) Let , then there is a finite constant c1 > 0, such that for every s > s02) Let N > B , then there is a finite constant c2 > 0 , such that for anyIII) The existence and the continuousness properties of the local time for multi- parameter processes with additive stable components.Let X = (X1,X2, ..., Xh), where X1, X2, ..., Xh are independent; Xi be an additive stable processes in Rdi, that is Xi(t) = Xi1(t1) +i2(t2) +... + XiN(tN), t = (t1,...,tN) RN+, where Xij be stable- (1,di,aij) (1 < i < h, 1 < j < N);d = We obtain the result as follows:If almost surely X has jointly continuous local times...
Keywords/Search Tags:multi-parameter processes with stable components, multi-parameter processes with additive stable components, local times
PDF Full Text Request
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