Local times of additive Lévy processes

By Davar Khoshnevisan, Yimin Xiao, Yuquan Zhong. 2003

54 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/b059c25a07af8281c3b5ed70a3780d4021358415

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Yimin Xiao
2. Dongsheng Wu
3. Antoine Ayache
4. Davar Khoshnevisan
5. Hermine Bierm'e
6. C. Lacaux

In Mathematical Physics

1. Yimin Xiao
2. Dongsheng Wu
3. Antoine Ayache
4. Davar Khoshnevisan

Citations in the corpus

• Joint continuity of the local times of fractional Brownian sheets (2008, background): “These identities are also very useful for studying the local times of infinitely divisible random fields as well; see [10,12] and [20].”