Title of article :
Renormalization and convergence in law for the derivative of intersection local time in
Author/Authors :
Jack H. and Markowsky، نويسنده , , Greg، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Abstract :
In this paper we will examine the derivative of intersection local time of Brownian motion and symmetric stable processes in R 2 . These processes do not exist when defined in the canonical way. The purpose of this paper is to exhibit the correct rate for renormalization of these processes.
Keywords :
Brownian motion , Intersection local time , Local time , Sample path properties
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications