Joint continuity of renormalized intersection local times
Annales de l'I.H.P. Probabilités et statistiques (1996)
- Volume: 32, Issue: 6, page 671-700
- ISSN: 0246-0203
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topRosen, 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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- [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
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- [9] J.-F. Le Gall, Fluctuation results for the Wiener sausage, Ann. Probab., Vol. 16, 1988, pp. 991-1018. Zbl0665.60080MR942751
- [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] J.-F. Le Gall and J. Rosen, The range of stable random walks, Ann. Probab., Vol. 19, 1991, pp. 650-705. Zbl0729.60066MR1106281
- [12] D. Revuz and M. Yor, Continuous martingales and Brownian motion, Springer-Verlag, New York, 1991. Zbl0731.60002MR1083357
- [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] J. Rosen, The asymptotics of stable sausages in the plane, Ann. Probab., Vol. 20, 1992, pp. 29-60. Zbl0748.60064MR1143411
- [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] 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] S.R.S. Varadhan, Appendix to Euclidian quantum field theory by K. Symanzyk, Local Quantum Theory (R. Jost, ed.), Academic Press, 1969.
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Citations in EuDML Documents
top- Jay Rosen, Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
- Jay Rosen, Dirichlet processes and an intrinsic characterization of renormalized intersection local times
- Jay S. Rosen, Continuous differentiability of renormalized intersection local times in R1
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