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
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