Continuous differentiability of renormalized intersection local times in R^1

DOI10.1214/09-AIHP338zbMATH Open1210.60084arXiv0910.2919MaRDI QIDQ629786FDOQ629786

Jay Rosen

Publication date: 10 March 2011

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

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.

Full work available at URL: https://arxiv.org/abs/0910.2919

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zbMATH Keywords

Brownian motionintersection local timecontinuous differentiability

Mathematics Subject Classification ID

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

Cites Work

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Cited In (3)

• Title not available (Why is that?)
• A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time
• Derivative of multiple self-intersection local time for fractional Brownian motion

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