Joint continuity of renormalized intersection local times

被引:1
|
作者
Rosen, JS
机构
关键词
intersections; renormalization;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study k-fold self-intersection local times alpha(x(2), ..., x(k); t), and k-fold renormalized self-intersection local times gamma(x(2), ...,x(k); t) for Levy processes. Our main result says that the k-fold renormalized self-intersection local time gamma(x(2), ..., x(k); t) for the symmetric stable process of order beta in R(2) is jointly continuous almost surely if and only if (2k - 1)(2 - beta) < 2.
引用
收藏
页码:671 / 700
页数:30
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