Renormalization and convergence in law for the derivative of intersection local time in R2

Gregory Markowsky

doi:10.1016/j.spa.2007.10.003

Renormalization and convergence in law for the derivative of intersection local time in R2

Gregory Markowsky

Research output: Contribution to journal › Article › Research › peer-review

8 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	1552 - 1585
Number of pages	34
Journal	Stochastic Processes and their Applications
Volume	118
Issue number	9
DOIs	https://doi.org/10.1016/j.spa.2007.10.003
Publication status	Published - 2008
Externally published	Yes

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10.1016/j.spa.2007.10.003

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title = "Renormalization and convergence in law for the derivative of intersection local time in R2",

abstract = "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.",

author = "Gregory Markowsky",

year = "2008",

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language = "English",

volume = "118",

pages = "1552 -- 1585",

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PY - 2008

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AB - 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.

UR - http://www.sciencedirect.com/science/article/pii/S030441490700169X

U2 - 10.1016/j.spa.2007.10.003

DO - 10.1016/j.spa.2007.10.003

M3 - Article

VL - 118

SP - 1552

EP - 1585

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 9

ER -

Renormalization and convergence in law for the derivative of intersection local time in R2

Abstract

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