Continuous differentiability of renormalized intersection local times in R^1

DOI10.1214/09-AIHP338MaRDI QIDQ629786zbMATH OpenFDO

Authors Jay Rosen

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, https://eudml.org/doc/242562

zbMATH Keywords

Brownian motionintersection local timecontinuous differentiability

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Abstract: We study $gamm{a}_k(x_2,\mathrm{...},x_k;t)$, the k-fold renormalized self-intersection local time for Brownian motion in $R^1$. Our main result says that $gamm{a}_k(x_2,\mathrm{...},x_k;t)$ is continuously differentiable in the spatial variables, with probability 1.

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• scientific article; zbMATH DE number 2150787 (Why is no real title available?)
• scientific article; zbMATH DE number 219137 (Why is no real title available?)
• A stochastic calculus proof of the CLT for the \(L^2\) modulus of continuity of local time
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Cited in

(4)

• scientific article; zbMATH DE number 2149888 (Why is no real title available?)
• Renormalization and convergence in law for the derivative of intersection local time in \(\mathbf R^2\)
• 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

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