Self-intersection local time of (α, d, β)-superprocess

被引：3
|
作者：
Mytnik, L.
Villa, J.
机构：
[1] Univ Autonoma Aguascalientes, Dept Matemat & Fis, Aguascalientes 20100, Mexico
[2] Technion Israel Inst Technol, Fac Ind Engn & Management, IL-32000 Haifa, Israel
来源：
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2007年 / 43卷 / 04期
基金：
以色列科学基金会;
关键词：
self-intersection local time; infinite variance superprocess; Tanaka-like formula;
D O I：
10.1016/j.anihpb.2006.07.005
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The existence of self-intersection local time (SILT), when the time diagonal is intersected, of the (alpha, d, beta)-superprocess is proved for d/2 < alpha and for a renormalized SILT when d/(2 + (1 + beta)(-1)).< alpha <= d/2. We also establish Tanaka-like formula for SILT. (c) 2007 Elsevier Masson SAS. All rights reserved.
引用
收藏
页码：481 / 507
页数：27
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