Particle picture approach to the self-intersection local time of density processes in S^( R^d)
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.
- PARTICLE PICTURE APPROACH TO THE SELF-INTERSECTION LOCAL TIME OF BRANCHING DENSITY PROCESSES IN ${\mathcal S}' ({\mathbb R}^d)$
- Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
- scientific article; zbMATH DE number 953260
- SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES
- Self-intersection local time for some \({\mathcal S}'(\mathbb{R}^d)\)-Ornstein-Uhlenbeck processes related to inhomogeneous fields
- scientific article; zbMATH DE number 2164704
- Self-intersection local time on \({\mathcal S}'(\mathbb R^d)\)-valued process involving motions of two types
- Self-intersection local times, occupation fields, and stochastic integrals
- Convergence of \({\mathcal S}'\)-valued processes and space-time random fields
- DIVERGENCE RESULTS FOR SELF-INTERSECTION LOCAL TIMES OF GAUSSIAN ${\mathscr S}' ({\mathbb R}^d)$-PROCESSES
- Fractional Brownian density process and its self-intersection local time of order k
- Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
- Generalized solutions of a class of nuclear-space-valued stochastic evolution equations
- High density limit theorems for infinite systems of unscaled branching Brownian motions
- scientific article; zbMATH DE number 3872419 (Why is no real title available?)
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 4078437 (Why is no real title available?)
- scientific article; zbMATH DE number 503428 (Why is no real title available?)
- scientific article; zbMATH DE number 721916 (Why is no real title available?)
- scientific article; zbMATH DE number 898387 (Why is no real title available?)
- Intersection local times for infinite systems of Brownian motions and for the Brownian density process
- Intersection local times of all orders for Brownian and stable density processes -- construction, renormalisation and limit laws
- Joint continuity of the intersection local times of Markov processes
- Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems
- Local time and Tanaka formulae for super Brownian and super stable processes
- Multiple points for the sample paths of the symmetric stable process
- Multiple points of trajectories of multiparameter fractional Brownian motion
- On the sample continuity of S'-processes
- Persistence criteria for a class of critical branching particle systems in continuous time
- Renormalization and limit theorems for self-intersections of superprocesses
- SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES
- Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
- Self-intersection local time for some \({\mathcal S}'(\mathbb{R}^d)\)-Ornstein-Uhlenbeck processes related to inhomogeneous fields
- Self-intersection local time of order \(k\) for Gaussian processes in \({\mathcal S}^ \prime (\mathbb R^ {d})\).
- Self-intersection local time on \({\mathcal S}'(\mathbb R^d)\)-valued process involving motions of two types
- Some central limit theorems for Markov paths and some properties of Gaussian random fields
- Stable hydrodynamic limit fluctuations of a critical branching particle system in a random medium
- Tightness of probabilities on C([0,1];\(S_ p\)) and D([0,1];\(S_ p\))
- Time-localization of random distributions on Wiener space. II: Convergence, fractional Brownian density processes
- Self-intersection local time on \({\mathcal S}'(\mathbb R^d)\)-valued process involving motions of two types
- Existence of continuous and càdlàg versions for cylindrical processes in the dual of a nuclear space
- PARTICLE PICTURE APPROACH TO THE SELF-INTERSECTION LOCAL TIME OF BRANCHING DENSITY PROCESSES IN ${\mathcal S}' ({\mathbb R}^d)$
- scientific article; zbMATH DE number 1552216 (Why is no real title available?)
- Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order
- Self-similar stochastic processes with stationary increments as limits of particle systems
- From intersection local time to the Rosenblatt process
This page was built for publication: Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2485836)