Self-intersection local times of additive processes: Large deviation and law of the iterated logarithm

Xia Chen

Stochastic Processes and their Applications, 2006, vol. 116, issue 9, 1236-1253

Abstract: Recently, we studied the large deviations for the local times of additive stable processes. In this work, we investigate the upper tail behaviors of the self-intersection local times of additive stable processes. Let X1(t),...,Xp(t) be independent, d-dimensional symmetric stable processes with stable index 0

Keywords: Additive; stable; process; Self-intersection; local; time; Law; of; the; iterated; logarithm; Large; deviations (search for similar items in EconPapers)
Date: 2006
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