科学研究
报告题目:

Derivatives of intersection local time for two independent symmetric alpha-stable processes

报告人:

申广君 教授(安徽师范大学)

报告时间:

报告地点:

腾讯会议 ID:169 592 602

报告摘要:

In this talk, we consider the derivatives of intersection local time for two independent d-dimensional symmetric alpha-stable processes. We first study the sufficient condition for the existence of the derivatives, which makes us obtain the exponential integrabilityand Holder continuity. Then we show that this condition is also necessary for the existence of derivatives of intersection local time at the origin. As a related problem, we also study the power variation of the derivatives.