AbstractIn this paper we will examine the derivative of intersection local time of Brownian motion and symmetric stable processes in R2. These processes do not exist when defined in the canonical way. The purpose of this paper is to exhibit the correct rate for renormalization of these processes
In this paper we contribute to the investigation of the fractal nature of the intersection local tim...
Let BH and be two independent d-dimensional fractional Brownian motions with Hurst parameter H[set m...
Jenane R, Hachaichi R, Streit L. Renormalisation du temps local des points triples du mouvement Brow...
In this paper we will examine the derivative of intersection local time of Brownian motion and symme...
We show that the n-th order renormalized self-intersection local time # n (µ; t) for the symmetric s...
ABSTRACT. – We show that the nth order renormalized self-intersection local time γn(µ; t) for the sy...
1 Introduction and statement of the results Self intersection local time of Brownian motion have bee...
We study γk(x2,..., xk; t), the k-fold renormalized self-intersection local time for Brownian motion...
Abstract. In this paper we consider local time for Gaussian process with values in Rd. We define it ...
AbstractWe show how to renormalize the intersection local time of fractional Brownian motion of inde...
iii Abstract. Sufficient conditions are obtained for the continuity of renormal-ized self-intersecti...
Abstract Let BH,K={BH,K(t),t≥0} $B^{H,K}=\{B^{H,K}(t), t \geq 0\}$ be a d-dimensional bifractional B...
We present a new approach to treat the problem of self intersection local time of a d-dimensional Fr...
AbstractDouble intersection local times α(x,.) of Brownian motion W if Rd which measure the size of ...
In this paper, we first prove that the local time associated with symmetric -stable processes is of ...
In this paper we contribute to the investigation of the fractal nature of the intersection local tim...
Let BH and be two independent d-dimensional fractional Brownian motions with Hurst parameter H[set m...
Jenane R, Hachaichi R, Streit L. Renormalisation du temps local des points triples du mouvement Brow...
In this paper we will examine the derivative of intersection local time of Brownian motion and symme...
We show that the n-th order renormalized self-intersection local time # n (µ; t) for the symmetric s...
ABSTRACT. – We show that the nth order renormalized self-intersection local time γn(µ; t) for the sy...
1 Introduction and statement of the results Self intersection local time of Brownian motion have bee...
We study γk(x2,..., xk; t), the k-fold renormalized self-intersection local time for Brownian motion...
Abstract. In this paper we consider local time for Gaussian process with values in Rd. We define it ...
AbstractWe show how to renormalize the intersection local time of fractional Brownian motion of inde...
iii Abstract. Sufficient conditions are obtained for the continuity of renormal-ized self-intersecti...
Abstract Let BH,K={BH,K(t),t≥0} $B^{H,K}=\{B^{H,K}(t), t \geq 0\}$ be a d-dimensional bifractional B...
We present a new approach to treat the problem of self intersection local time of a d-dimensional Fr...
AbstractDouble intersection local times α(x,.) of Brownian motion W if Rd which measure the size of ...
In this paper, we first prove that the local time associated with symmetric -stable processes is of ...
In this paper we contribute to the investigation of the fractal nature of the intersection local tim...
Let BH and be two independent d-dimensional fractional Brownian motions with Hurst parameter H[set m...
Jenane R, Hachaichi R, Streit L. Renormalisation du temps local des points triples du mouvement Brow...
DOI
Add to ORKG