Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples

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

zbMATH Keywords

local timeself-intersection

Mathematics Subject Classification ID

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

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