On the local time of multiparameter symmmetric stable processes. Regularity and limit theorem in Besov spaces

• Autorzy: Boufoussi B. , Dozzi M.
• Języki publikacji: EN

Abstrakty

EN

Let X = (X_z, z ϵ T_N = [0, l]^N) be a symmetric α-stable process, 1 < α ≤ 2. Based on a Kolmogorov type continuity theorem we show Hölder conditions in L^p-norms for the local time of X with respect to the space and time variables, by distinguishing the cases where the time variables do or do not meet the axes. Weak convergence of the occupation integral is proved.

Słowa kluczowe

EN

local time; symmetric stable process; multiparameter process; anisotropic Besov space; tightness; limit theorem

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2003
• Tom: Vol. 23, Fasc. 2
• Strony: 369--387
• Opis fizyczny: Bibliogr. 27 poz.

Twórcy

autor

Boufoussi B.

• Cadi Ayyad University, FSSM, Department of Mathematics (LPS), P.B.O. 2390, Marrakesh, Morocco

autor

Dozzi M.

• Université Henri Poincaré Nancy I, Institut Elie Cartan, B.P. 239, 54506 Vandoeuvre-Lès-Nancy, France

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