Joint continuity of renormalized intersection local times

Jay S. Rosen

Annales de l'I.H.P. Probabilités et statistiques (1996)

  • Volume: 32, Issue: 6, page 671-700
  • ISSN: 0246-0203

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Rosen, Jay S.. "Joint continuity of renormalized intersection local times." Annales de l'I.H.P. Probabilités et statistiques 32.6 (1996): 671-700. <http://eudml.org/doc/77552>.

@article{Rosen1996,
author = {Rosen, Jay S.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {planar symmetric stable process; renormalized intersection local time},
language = {eng},
number = {6},
pages = {671-700},
publisher = {Gauthier-Villars},
title = {Joint continuity of renormalized intersection local times},
url = {http://eudml.org/doc/77552},
volume = {32},
year = {1996},
}

TY - JOUR
AU - Rosen, Jay S.
TI - Joint continuity of renormalized intersection local times
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1996
PB - Gauthier-Villars
VL - 32
IS - 6
SP - 671
EP - 700
LA - eng
KW - planar symmetric stable process; renormalized intersection local time
UR - http://eudml.org/doc/77552
ER -

References

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  1. [1] R. Bass and D. Khoshnevisan, Intersection local times and Tanaka formulas, Ann. Inst. H. Poincaré Prob. Stat., Vol. 29, 1993, pp. 419-452. Zbl0798.60072MR1246641
  2. [2] R. Blumenthal and R. Getoor, Markov Processes and Potential Theory, Academic Press, New York, 1968. Zbl0169.49204MR264757
  3. [3] E.B. Dynkin, Self-intersection gauge for random walks and for Brownian motion, Ann. Probab., Vol. 16, 1988, pp. 1-57. Zbl0638.60081MR920254
  4. [4] P. Fitzsimmons and T. Salisbury, Capacity and energy for multiparameter Markov processes, Ann. Inst. H. Poincaré Prob. Stat., Vol. 25, 1989, pp. 325-350. Zbl0689.60071MR1023955
  5. [5] D. Geman, J. Horowitz and J. Rosen, A local time analysis of intersections of Brownian paths in the plane, Ann. Probab., Vol. 12, 1984, pp. 86-107. Zbl0536.60046MR723731
  6. [6] J. Rosen, J.-F. Le Gall and N.R. Shieh, Multiple points of Levy processes, Ann. Probab., Vol. 17, 1989, pp. 503-515. Zbl0684.60057MR985375
  7. [7] J.-F. Le Gall, Sur le temps local d'intersection du mouvement brownien plan et la méthode de renormalisation de Varadhan, Sem. de Prob. XIX (Berlin), Lecture Notes Math, Vol. 1123, Springer-Verlag, Berlin, 1985, pp. 314-331. Zbl0563.60072MR889492
  8. [8] J.-F. Le Gall, Propriétés d'intersection des marches aléatoires, I, Comm. Math. Phys., Vol. 104, 1986, pp. 471-507. Zbl0609.60078MR840748
  9. [9] J.-F. Le Gall, Fluctuation results for the Wiener sausage, Ann. Probab., Vol. 16, 1988, pp. 991-1018. Zbl0665.60080MR942751
  10. [10] J.-F. Le Gall, Some properties of planar Brownian motion, École d'été de probabilités de St. Flour XX, 1990 (Berlin), Lecture Notes in Mathematics, Vol. 1527, Springer-Verlag, Berlin, 1992. Zbl0779.60068MR1229519
  11. [11] J.-F. Le Gall and J. Rosen, The range of stable random walks, Ann. Probab., Vol. 19, 1991, pp. 650-705. Zbl0729.60066MR1106281
  12. [12] D. Revuz and M. Yor, Continuous martingales and Brownian motion, Springer-Verlag, New York, 1991. Zbl0731.60002MR1083357
  13. [13] J. Rosen, Self-intersections of stable processes in the plane: local times and limit theorems, Seminar on Stochastic Processes, 1990 (Boston), Progress in Probability, Vol. 24, Birkhauser, Boston, 1991, pp. 285-320. Zbl0744.60040MR1118451
  14. [14] J. Rosen, The asymptotics of stable sausages in the plane, Ann. Probab., Vol. 20, 1992, pp. 29-60. Zbl0748.60064MR1143411
  15. [15] J. Rosen, A jointly continuous local time for triple intersections of a stable process in the plane, Stochastics, Vol. 39, 1992, pp. 119-137. Zbl0758.60079MR1275361
  16. [16] J. Rosen and M. Yor, Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane, Ann. Probab., Vol. 19, 1991, pp. 142-159. Zbl0719.60084MR1085330
  17. [17] S.R.S. Varadhan, Appendix to Euclidian quantum field theory by K. Symanzyk, Local Quantum Theory (R. Jost, ed.), Academic Press, 1969. 
  18. [18] W. Werner, Sur les singularities des temps locaux d'intersection du movement Brownian plan, Ann. Inst. H. Poincaré Prob. Stat., Vol. 29, 1993, pp. 391-418. Zbl0798.60071MR1246640

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