Self-intersection local time of (α, d, β)-superprocess

被引：3

作者：

Mytnik, L.

Villa, J.

机构：

[1] Univ Autonoma Aguascalientes, Dept Matemat & Fis, Aguascalientes 20100, Mexico

[2] Technion Israel Inst Technol, Fac Ind Engn & Management, IL-32000 Haifa, Israel

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2007年 / 43卷 / 04期

基金：

以色列科学基金会;

关键词：

self-intersection local time; infinite variance superprocess; Tanaka-like formula;

D O I：

10.1016/j.anihpb.2006.07.005

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：

The existence of self-intersection local time (SILT), when the time diagonal is intersected, of the (alpha, d, beta)-superprocess is proved for d/2 < alpha and for a renormalized SILT when d/(2 + (1 + beta)(-1)).< alpha <= d/2. We also establish Tanaka-like formula for SILT. (c) 2007 Elsevier Masson SAS. All rights reserved.

引用

页码：481 / 507

页数：27

共 50 条

[21] Existence and Smoothness of Local Time and Self-intersection Local Time for Spherical Gaussian Random Fields
Liheng Sang
Zhenlong Chen
Frontiers of Mathematics, 2023, 18 : 591 - 614
[22] On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes
Das, Kaustav
Markowsky, Gregory
Wu, Binghao
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2025, 183
[23] ON THE EXPONENTIAL INTEGRABILITY OF THE DERIVATIVE OF INTERSECTION AND SELF-INTERSECTION LOCAL TIME FOR BROWNIAN MOTION AND RELATED PROCESSES
School of Mathematics, Monash University, Victoria
3800, Australia
不详
3800, Australia
arXiv, 1600,
[24] Self-intersection local time for Gaussian S'(R(d))-processes: Existence, path continuity and examples
Bojdecki, T
Gorostiza, LG
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1995, 60 (02) : 191 - 226
[25] Self-intersection local time of order k for Gaussian processes in S′(Rd)
Talarczyk, A
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2001, 96 (01) : 17 - 72
[26] Functional limit theorem for the self-intersection local time of the fractional Brownian motion
Jaramillo, Arturo
Nualart, David
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2019, 55 (01): : 480 - 527
[27] Self-intersection local time of fractional Brownian motions - via chaos expansion
Hu, YZ
JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY, 2001, 41 (02): : 233 - 250
[28] On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
Jung, Paul
Markowsky, Greg
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2014, 124 (11) : 3846 - 3868
[29] Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion
Jaramillo, Arturo
Nualart, David
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2017, 127 (02) : 669 - 700
[30] Existence and Holder continuity conditions for self-intersection local time of Rosenblatt process
Yu, Qian
Shen, Guangjun
Yin, Xiuwei
STOCHASTIC ANALYSIS AND APPLICATIONS, 2022, 40 (06) : 978 - 995

← 1 2 3 4 5 →