Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times (Q1283326): Difference between revisions
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English | Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times |
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Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times (English)
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13 April 1999
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The paper is concerned with a special class of radially symmetric Lévy processes in \(\mathbb{R}^d\) which belong to a stable domain of attraction, and more precisely with their so-called renormalized self-intersection local times. General sufficient conditions for the existence of a jointly continuous version are obtained. The approach relies on a decomposition of Doob-Meyer type which is used to express the \(n\)-fold intersection local time in terms of a lower order intersection local time, and on known results about the continuity of Gaussian chaos processes.
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intersection local time
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Gaussian chaos
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Lévy process
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