Self-intersection local time of ( ,d, )-superprocess

DOI10.1016/J.ANIHPB.2006.07.005MaRDI QIDQ2373631zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 16 July 2007

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0611727, http://www.numdam.org/item?id=AIHPB_2007__43_4_481_0, https://eudml.org/doc/77944

zbMATH Keywords

infinite variance superprocessself-intersection local timeTanaka-like formula

Mathematics Subject Classification ID

Random measures (60G57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: The existence of self-intersection local time (SILT), when the time diagonal is intersected, of the $$-superprocess is proved for $d/2<alpha$ and for a renormalized SILT when $$. We also establish Tanaka-like formula for SILT.

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