Derivative of intersection local time of independent symmetric stable motions

DOI10.1016/j.spl.2016.10.008zbMath1354.60053OpenAlexW2533389970MaRDI QIDQ2374580

Litan Yan, Ruqing Chen, Xianye Yu

Publication date: 15 December 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.10.008

zbMATH Keywords

intersection local time\(p\)-variationsymmetric stable process

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Related Items (4)

Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process ⋮ Fractional smoothness of derivative of self-intersection local times ⋮ Self-intersection local time derivative for systems of non-linear stochastic heat equations ⋮ Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
• Large deviations for self-intersection local times of stable random walks
• The intrinsic local time sheet of Brownian motion
• The range of stable random walks
• Local time and stochastic area integrals
• Large deviations for local times of stable processes and stable random walks in 1 dimension
• \(p\)-variation of an integral functional driven by fractional Brownian motion
• Continuity and singularity of the intersection local time of stable processes in \({\mathbb{R}}^ 2\)
• Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
• Intersection local times and Tanaka formulas
• Integration with respect to local time
• Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
• Large deviations and laws of the iterated logarithm for the local times of additive stable processes
• Exponential asymptotics for intersection local times of stable processes and random walks
• Derivative for self-intersection local time of multidimensional fractional Brownian motion
• The free energy of the dirac polaron, an explicit solution
• Martingales dépendant d'un paramètre: une formule d'Ito
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Invariance principles for Brownian intersection local time and polymer measures.

This page was built for publication: Derivative of intersection local time of independent symmetric stable motions