Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
From MaRDI portal
Publication:1910896
DOI10.1016/0304-4149(95)00059-3zbMath0853.60035OpenAlexW2061235943MaRDI QIDQ1910896
Tomasz Bojdecki, Louis G. Gorostiza
Publication date: 16 December 1996
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(95)00059-3
Sample path properties (60G17) Generalized stochastic processes (60G20) Local time and additive functionals (60J55)
Related Items
Invariant measures for generalized Langevin equations in conuclear spaces ⋮ SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES ⋮ PARTICLE PICTURE APPROACH TO THE SELF-INTERSECTION LOCAL TIME OF BRANCHING DENSITY PROCESSES IN ${\mathcal S}' ({\mathbb R}^d)$ ⋮ High-density limits of hierarchically structured branching-diffusing populations ⋮ Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\) ⋮ Self-intersection local time of order \(k\) for Gaussian processes in \({\mathcal S}^ \prime (\mathbb R^ {d})\). ⋮ Self-intersection local time on \({\mathcal S}'(\mathbb R^d)\)-valued process involving motions of two types
Cites Work
- Ito stochastic integral in the dual of a nuclear space
- Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
- Hydrodynamics of the voter model
- Intersection local times of all orders for Brownian and stable density processes -- construction, renormalisation and limit laws
- Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
- A weighted occupation time for a class of measure-valued branching processes
- Persistence criteria for a class of critical branching particle systems in continuous time
- High density limit theorems for infinite systems of unscaled branching Brownian motions
- Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems
- Distribution-valued processes arising from independent Brownian motions
- Intersection local times for infinite systems of Brownian motions and for the Brownian density process
- Local time and Tanaka formulae for super Brownian and super stable processes
- Renormalization and limit theorems for self-intersections of superprocesses
- Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
- Asymptotic behavior of the two level measure branching process
- Asymptotic fluctuations and critical dimension for a two-level branching system
- On the sample continuity of S'-processes
- Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
- On the norm continuity of -valued Gaussian processes
- Historical processes
- Collision Local Times and Measure-Valued Processes
- A Criterion of Convergence of Generalized Processes and an Application to a Supercritical Branching Particle System
- Reciprocal processes
- Limit theorems for the motion of a Poisson system of independent Markovian particles with high density
- The critical measure diffusion process
- Persistence of a critical super-2 process
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
