Dirichlet processes and an intrinsic characterization of renormalized intersection local times

DOI10.1016/S0246-0203(01)01079-2zbMath0981.60072OpenAlexW2030817688MaRDI QIDQ5946157

Jay S. Rosen

Publication date: 14 March 2002

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_2001__37_4_403_0

zbMATH Keywords

Doob-Meyer decompositionDirichlet processintersection local timeLévy processcontinuous additive functionalquadratic variationstable process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) General second-order stochastic processes (60G12) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

Related Items (4)

Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\) ⋮ The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes ⋮ Large deviations for renormalized self-intersection local times of stable processes ⋮ An almost sure invariance principle for the range of planar random walks

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