In this paper we will examine the derivative of intersection local time of Brownian motion and symmetric stable processes in R2. These processes do not exist when defined in the canonical way. The purpose of this paper is to exhibit the correct rate for renormalization of these processes.
|Pages (from-to)||1552 - 1585|
|Number of pages||34|
|Journal||Stochastic Processes and their Applications|
|Publication status||Published - 2008|