Renormalization and convergence in law for the derivative of intersection local time in \(\mathbf R^2\)

DOI10.1016/j.spa.2007.10.003zbMath1181.60125arXivmath/0609265OpenAlexW1976957795MaRDI QIDQ947151

Greg Markowsky

Publication date: 29 September 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0609265

zbMATH Keywords

Brownian motionSymmetric stable processConvergence in lawDerivative of the intersection local time

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Brownian motion (60J65) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Related Items (7)

The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos ⋮ Derivative for the intersection local time of two independent fractional Brownian motions ⋮ Higher-order derivative of self-intersection local time for fractional Brownian motion ⋮ On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion ⋮ Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion ⋮ Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative ⋮ Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

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)
• Fluctuation results for the Wiener sausage
• Limit laws for the intersection local time of stable processes in u²
• The statistical mechanics of polymers with excluded volume
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