Continuous differentiability of renormalized intersection local times in R1
Jay S. Rosen (2010)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
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.