Khoshnevisan, Davar; Xiao, Yimin; Zhong, Yuquan - In: Stochastic Processes and their Applications 104 (2003) 2, pp. 193-216
Let be an additive Lévy process in withwhere X1,...,XN are independent, classical Lévy processes on with Lévy exponents [Psi]1,...,[Psi]N, respectively. Under mild regularity conditions on the [Psi]i's, we derive moment estimates that imply joint continuity of the local times in question....