Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\) (Q2485836): Difference between revisions

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Property / author: Tomasz Bojdecki / rank
 
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Property / reviewed by: Louis G. Gorostiza / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.spa.2004.09.007 / rank
 
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Property / OpenAlex ID: W1990382039 / rank
 
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Latest revision as of 13:54, 10 June 2024

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Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)
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    Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\) (English)
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    5 August 2005
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    Self-intersection local time (SILT) for several \({\mathcal S}'(\mathbb{R}^d)\)-valued processes has been studied by the authors of this paper and others (including the reviewer). In many cases these processes arise from fluctuation limits of different types of particle systems in \(\mathbb{R}^d\). The aim of the paper is to explain how the SILT results can be obtained by means of intersections of pairs of paths of the evolving particles. This idea goes back to Adler and coauthors in the special case of a system of independent Brownian motions. In the present paper this is done in considerable generality for the high density fluctuation limit of a Poisson system of independent motions, which is called the ``density process'' of the corresponding particle motion. The special cases symmetric \(\alpha\)-stable motions and fractional Brownian motions are treated in detail.
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    distribution-valued process
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    \(\alpha\)-stable process
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    fractional Brownian motion
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