Random Fourier series and continuous additive functionals of Lévy processes on the torus
Marcus, Michael B. ; Rosen, Jay
Ann. Probab., Tome 24 (1996) no. 2, p. 1178-1218 / Harvested from Project Euclid
Let X be an exponentially killed Lévy process on $T^n$ , the $n$ -dimensional torus, that satisfies a sector condition. (This includes symmetric Lévy processes.) Let$\mathscr{F}_e$ denote the extended Dirichlet space of X. Let $h \subset \mathscr{F}_e$ and let ${h_y, y \ subset T^n}$ denote the set of translates of $h$. That is, $h_y(\dot) = h(\dot - y)$. We consider the family of zero-energy continuous additive functions ${N_t^{[h_y]}, (y,t) \subset T^n \times R^+}$ defined by Fukushima. For a very large class of random functions h we show that $$J_\rho (T^n) = \int (\log N_\rho (T^n,\varepsilon))^{1/2} d\varepsilon < \infty$$ is a necessary and sufficient condition for the family ${N_t^{[h_y]}, (y,t) \subset T^n \times R^+}$ to have a continuous version almost surely. Here $N_p(T^n, \varepsilon)$ is the minimum number of balls of radius $\varepsilon$ in the metric p that covers $T^n$, where the metric p is the energy metric. We argue that this condition is the natural extension of the necessary and sufficient condition for continuity of local times of Lévy processes of Barlow and Hawkes. ¶ Results on the bounded variation and p-variation (in t )of $N_t^{[h_y]}$, for y fixed, are also obtained for a large class of random functions h.
Publié le : 1996-07-14
Classification:  Continuous additive functionals,  random Fourier series,  Dirichlet spaces,  60J55,  60G15,  60J45,  42A61
@article{1065725178,
     author = {Marcus, Michael B. and Rosen, Jay},
     title = {Random Fourier series and continuous additive functionals of
			 L\'evy processes on the torus},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 1178-1218},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1065725178}
}
Marcus, Michael B.; Rosen, Jay. Random Fourier series and continuous additive functionals of
			 Lévy processes on the torus. Ann. Probab., Tome 24 (1996) no. 2, pp.  1178-1218. http://gdmltest.u-ga.fr/item/1065725178/