Limit laws for the intersection local time of stable processes in u2

DOI10.1080/17442508808833491zbMATH Open0636.60079OpenAlexW2077984319MaRDI QIDQ3776336FDOQ3776336

Authors: Jay Rosen 

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833491

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• Self-Intersections of Stable Processes in the Plane: Local Times and Limit Theorems
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• Continuity and singularity of the intersection local time of stable processes in \({\mathbb{R}}^ 2\)
• Intersection local times of all orders for Brownian and stable density processes -- construction, renormalisation and limit laws
• Joint continuity of renormalized intersection local times

zbMATH Keywords

renormalisationstable processintersection local time

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes (60J99) Local time and additive functionals (60J55)

Cites Work

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Cited In (13)

• Self-collisions of superprocesses: renormalization and limit theorems
• Intersection local times of all orders for Brownian and stable density processes -- construction, renormalisation and limit laws
• A jointly continuous local time for triple intersections of a stable process in the plane
• Continuity and singularity of the intersection local time of stable processes in \({\mathbb{R}}^ 2\)
• Renormalization and convergence in law for the derivative of intersection local time in \(\mathbf R^2\)
• Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
• Upper tail asymptotics for projected intersection local time of symmetric stable processes in subcritical dimensions
• Study on the multiple self-intersection local time of symmetric stable processes
• Self-Intersections of Stable Processes in the Plane: Local Times and Limit Theorems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Large deviations for renormalized self-intersection local times of stable processes
• Measure of the multiple self-intersection set of a markov process

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