Intersection local times of all orders for Brownian and stable density processes -- construction, renormalisation and limit laws

DOI10.1214/AOP/1176989283MaRDI QIDQ686785zbMATHOpenAlexFDO

Authors Robert J. Adler, Jay Rosen

Publication date 11 October 1993

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989283

zbMATH Keywords

Poisson point processstable processesGaussian white noiseintersection local times

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generalized stochastic processes (60G20) Local time and additive functionals (60J55)

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Cited in

(15)

• Average densities of the image and zero set of stable processes
• SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES
• Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)
• From intersection local time to the Rosenblatt process
• Dirichlet processes and an intrinsic characterization of renormalized intersection local times
• Invariant measures for generalized Langevin equations in conuclear spaces
• Self-intersection local time of order \(k\) for Gaussian processes in \({\mathcal S}^ \prime (\mathbb R^ {d})\).
• scientific article; zbMATH DE number 434669 (Why is no real title available?)
• Self-Intersections of Stable Processes in the Plane: Local Times and Limit Theorems
• DIVERGENCE RESULTS FOR SELF-INTERSECTION LOCAL TIMES OF GAUSSIAN ${\mathscr S}' ({\mathbb R}^d)$-PROCESSES
• scientific article; zbMATH DE number 125759 (Why is no real title available?)
• Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
• Limit laws for the intersection local time of stable processes in u²
• PARTICLE PICTURE APPROACH TO THE SELF-INTERSECTION LOCAL TIME OF BRANCHING DENSITY PROCESSES IN ${\mathcal S}' ({\mathbb R}^d)$
• Self-intersection local time on \({\mathcal S}'(\mathbb R^d)\)-valued process involving motions of two types

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