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Asymptotics of intersection local time for diffusion processes - MaRDI portal

Asymptotics of intersection local time for diffusion processes (Q2304430)

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Asymptotics of intersection local time for diffusion processes
scientific article

    Statements

    title
    Asymptotics of intersection local time for diffusion processes (English)
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    author
    Olga Izyumtseva
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    Andrey A. Dorogovtsev
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    publication date
    11 March 2020
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    zbMATH Keywords
    diffusion process
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    intersection local time
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    law of iterated logarithm
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    Identifiers

    Mathematics Subject Classification ID
    60J55
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    60G15
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    60G17
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    zbMATH DE Number
    7179514
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    OpenAlex ID
    W2984136767
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    Wikidata QID
    Q126791900
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