Dirichlet processes and an intrinsic characterization of renormalized intersection local times
Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
Exponential asymptotics for intersection local times of stable processes and random walks
Functional laws of the iterated logarithm for local times of recurrent random walks on
Large deviations for Riesz potentials of additive processes
We study functionals of the form = ⋯ | ( )+⋯+ ( )| d ⋯ d , where (), …, () are i.i.d. -dimensional symmetric stable processes of index 0<≤2. We obtain results about the large deviations and laws of the iterated logarithm for .
Laws of the iterated logarithm for intersections of random walks on Z4
Laws of the iterated logarithm for the local times of recurrent random walks on Z2 and of Lévy processes and Random walks in the domain of attraction of Cauchy random variables
Second order limit laws for the local times of stable processes
A renormalized local time for multiple intersections of planar brownian motion
Joint continuity of renormalized intersection local times
Continuous differentiability of renormalized intersection local times in R1
We study (2, …, ; ), the -fold renormalized self-intersection local time for brownian motion in 1. Our main result says that (2, …, ; ) is continuously differentiable in the spatial variables, with probability 1.
Laws of the iterated logarithm for triple intersections of three dimensional random walks.
Thin points for brownian motion
Exact rates of convergence to the local times of symmetric Lévy processes
-variation for families of local times on lines
Infinite divisibility of Gaussian squares with non-zero means.
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in with non-zero mean.
Frequent points for random walks in two dimensions.
An almost sure invariance principle for renormalized intersection local times.
Brownian motion on compact manifolds: cover time and late points.
Page 1 Next