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

DOI10.1214/AOP/1176989283zbMATH Open0778.60054OpenAlexW2089244261MaRDI QIDQ686785FDOQ686785

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

Recommendations

• Renormalization and convergence in law for the derivative of intersection local time in \(\mathbf R^2\)
• Limit laws for the intersection local time of stable processes in u²
• Self-Intersections of Stable Processes in the Plane: Local Times and Limit Theorems
• Joint continuity of renormalized intersection local times
• Dirichlet processes and an intrinsic characterization of renormalized intersection local times

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)

Cited In (15)

• Self-intersection local time on \({\mathcal S}'(\mathbb R^d)\)-valued process involving motions of two types
• PARTICLE PICTURE APPROACH TO THE SELF-INTERSECTION LOCAL TIME OF BRANCHING DENSITY PROCESSES IN ${\mathcal S}' ({\mathbb R}^d)$
• Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
• DIVERGENCE RESULTS FOR SELF-INTERSECTION LOCAL TIMES OF GAUSSIAN ${\mathscr S}' ({\mathbb R}^d)$-PROCESSES
• Invariant measures for generalized Langevin equations in conuclear spaces
• Average densities of the image and zero set of stable processes
• Self-intersection local time of order \(k\) for Gaussian processes in \({\mathcal S}^ \prime (\mathbb R^ {d})\).
• Limit laws for the intersection local time of stable processes in u²
• Self-Intersections of Stable Processes in the Plane: Local Times and Limit Theorems
• Title not available (Why is that?)
• Dirichlet processes and an intrinsic characterization of renormalized intersection local times
• SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES
• From intersection local time to the Rosenblatt process
• Title not available (Why is that?)
• Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)

This page was built for publication: Intersection local times of all orders for Brownian and stable density processes -- construction, renormalisation and limit laws

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q686785)