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A formal expression \\(\\int ^{T}_{0} \\langle \\delta (x-y),Z_{s}( dx) Z_{s}( dy)\\rangle ds\\), which may be intuitively interpreted as a ``measure of self-collisions'' of \\(Z\\), is given a rigorous meaning by a renormalization procedure, i.e. by approximating the Dirac ``delta function'' by a suitable sequence of smooth functions and subtracting a singular term before passing to the limit; cf. the results on self-intersections of the Brownian motion in \\(\\mathbb R^{2}\\), see e.g. \\textit{J.-F. Le~Gall} [in: S\u00e9min. de probabilit\u00e9s XIX. Lect. Notes Math. 1123, 314-331 (1985; Zbl 0563.60072)]. More precisely: Let \\(f\\geq 0\\) be a continuous symmetric function whose support is contained in the unit ball of \\(\\mathbb R^{d}\\) and \\(\\int f dx =1\\), set \\(f_\\varepsilon (x) = \\varepsilon ^{-d}f(\\varepsilon ^{-1}x)\\). Denoting by \\(p_{r}(y)\\) the transition density for the \\(d\\)-dimensional Brownian motion and by \\(|Z_{s}|\\) the mass of the measure \\(Z_{s}\\), define  \\[  \\begin{aligned} &\\varphi _\\varepsilon (t) = \\int ^{t}_{0}\\left ( \\iint p_{r}(x)f_\\varepsilon (x-y)p_{r}(y) dx dy\\right)dr, \\\\ &\\gamma _\\varepsilon (T) = \\int ^{T}_{0}\\left (\\iint f_\\varepsilon (x-y) Z_{s}( dx) Z_{s}( dy) \\right)ds - 2\\int ^{T}_{0} \\varphi _\\varepsilon (T-s)|Z_{s}|ds. \\end{aligned}  \\]  It is shown that \\(\\gamma _\\varepsilon (T)\\) converges in \\(L^{2}\\) as \\(\\varepsilon \\downarrow 0\\) if \\(d=2\\) or 3. If \\(d=4\\), then \\(\\gamma _\\varepsilon (T)/\\ln \\varepsilon ^{-1}\\) converges weakly. Moreover, analogous results are obtained in the case when \\(z\\) is a Brownian motion in \\(\\mathbb R^{d}\\) killed at an independent exponential time, or \\(z\\) is a diffusion in \\(\\mathbb R^{d}\\) with a uniformly elliptic generator with smooth coefficients, and for symmetric stable processes 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