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

Greg Markowsky

Stochastic Processes and their Applications, 2008, vol. 118, issue 9, 1552-1585

Abstract: In this paper we will examine the derivative of intersection local time of Brownian motion and symmetric stable processes in . 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.

Keywords: Brownian; motion; Local; time; Intersection; local; time; Sample; path; properties (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (4)

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