Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\)
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Publication:629786
DOI10.1214/09-AIHP338zbMath1210.60084arXiv0910.2919MaRDI QIDQ629786
Publication date: 10 March 2011
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/0910.2919
Related Items (2)
Derivative of multiple self-intersection local time for fractional Brownian motion ⋮ A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time
Cites Work
- Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection)
- Tanaka's formula for multiple intersections of planar Brownian motion
- Self-intersection gauge for random walks and for Brownian motion
- Fluctuation results for the Wiener sausage
- Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
- Intersection local times and Tanaka formulas
- Joint continuity of renormalized intersection local times
- A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time
- Dirichlet processes and an intrinsic characterization of renormalized intersection local times
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