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On existence of local times for additive Lévy fields

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  • Vishwakarma, Pradeep
  • Kataria, Kuldeep Kumar

Abstract

We consider a multiparameter Lévy process, namely, the additive Lévy field, which has a unique decomposition in terms of independent two parameter Lévy processes with rectangular increments. We derive various conditions for the existence and regularity of local times of such processes. Moreover, a particular case of a stable additive Lévy field is discussed.

Suggested Citation

  • Vishwakarma, Pradeep & Kataria, Kuldeep Kumar, 2026. "On existence of local times for additive Lévy fields," Statistics & Probability Letters, Elsevier, vol. 235(C).
    • Handle: RePEc:eee:stapro:v:235:y:2026:i:c:s016771522600115x
    DOI: 10.1016/j.spl.2026.110751
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