Self-intersection local time for Gaussian '(d)-processes: Existence, path continuity and examples

Tomasz Bojdecki and Luis G. Gorostiza

Stochastic Processes and their Applications, 1995, vol. 60, issue 2, 191-226

Abstract: In this paper we develop a criterion for existence or non-existence of self-intersection local time (SILT) for a wide class of Gaussian '(d)-valued processes, we show that quite generally the SILT process has continuous paths, and we give several examples which illustrate existence of SILT for different ranges of dimensions (e.g., d

Keywords: Self-intersection; local; time; Gaussian; J'; (d)-valued; processes; Density; process; Branching; Dimension; gap (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (4)

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