The intersection local time of the Westwater process
Self-intersection properties of the Westwater process are investigated. As a result, we obtain that the Westwater process has an intersection local time \(\tilde \alpha(x,[0,s]\times[t,1])\) which is Hölder continuous with respect to \((x,s,t)\in R^ 3\times [0,1/2]\times [1/2,1]\), and the Hausdorff dimension of the double time set is \(1/2\), as for Brownian motion in \(R^ 3\).
scientific article; zbMATH DE number 31364