Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
type: Item
instance of: scholarly article
title: Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
zbMATH Open document ID: 0922.60072
DOI: 10.1016/S0246-0203(99)80009-0
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1999-04-13T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77626
review text: The paper is concerned with a special class of radially symmetric Lévy processes in \(\mathbb{R}^d\) which belong to a stable domain of attraction, and more precisely with their so-called renormalized self-intersection local times. General sufficient conditions for the existence of a jointly continuous version are obtained. The approach relies on a decomposition of Doob-Meyer type which is used to express the \(n\)-fold intersection local time in terms of a lower order intersection local time, and on known results about the continuity of Gaussian chaos processes.
reviewed by: Jean Bertoin
Mathematics Subject Classification ID: 60J99
zbMATH DE Number: 1275426
zbMATH Keywords: intersection local time
zbMATH Keywords: Gaussian chaos
zbMATH Keywords: Lévy process
author: Jay Rosen
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1275426