Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)
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Publication:2485836
DOI10.1016/j.spa.2004.09.007zbMath1075.60098OpenAlexW1990382039MaRDI QIDQ2485836
Anna Talarczyk, Tomasz Bojdecki
Publication date: 5 August 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2004.09.007
Random fields (60G60) Generalized stochastic processes (60G20) Local time and additive functionals (60J55)
Related Items
Existence of continuous and càdlàg versions for cylindrical processes in the dual of a nuclear space ⋮ PARTICLE PICTURE APPROACH TO THE SELF-INTERSECTION LOCAL TIME OF BRANCHING DENSITY PROCESSES IN ${\mathcal S}' ({\mathbb R}^d)$ ⋮ From intersection local time to the Rosenblatt process ⋮ Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order ⋮ Self-similar stochastic processes with stationary increments as limits of particle systems
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