Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times

DOI10.1016/S0246-0203(99)80009-0zbMath0922.60072MaRDI QIDQ1283326

Jay S. Rosen

Publication date: 13 April 1999

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1999__35_2_143_0

zbMATH Keywords

intersection local timeLévy processGaussian chaos

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items (3)

Derivative of intersection local time of independent symmetric stable motions ⋮ Intersection local times for interlacements ⋮ Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\)

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