Self-intersection local time of an -valued process involving motions of two types

Luis G. Gorostiza and Ekaterina Todorova

Stochastic Processes and their Applications, 1999, vol. 81, issue 2, 271-298

Abstract: We study existence and continuity of self-intersection local time (SILT) for a Gaussian -valued process which arises as a high-density fluctuation limit of a particle system in where the particle motion switches back and forth between symmetric stable processes of indices [alpha]1 and [alpha]2 at exponential time intervals. We prove that SILT exists if and only if d

Keywords: Self-intersection; local; time; Gaussian; -valued; process; Stable; process (search for similar items in EconPapers)
Date: 1999
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