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
Pages :
34
From page :
1552
To page :
1585
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
Serial Year :
2008
Journal title :
Stochastic Processes and their Applications
Record number :
1578011
Link To Document :
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