Add to ORKGIn this paper we will examine the derivative of intersection local time of Brownian motion and symmetric stable processes in . 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.Brownian motion Local time Intersection local time Sample path properties
Using the Itô-Wiener chaos expansion we prove that the normalized self-intersection local time of pl...
AbstractIn this paper we develop a criterion for existence or non-existence of self-intersection loc...
de Faria M, Drumond C, Streit L. The Square of Self-Intersection Local Time of Brownian Motion. In: ...
AbstractIn this paper we will examine the derivative of intersection local time of Brownian motion a...
1 Introduction and statement of the results Self intersection local time of Brownian motion have bee...
We show that the n-th order renormalized self-intersection local time # n (µ; t) for the symmetric s...
We study γk(x2,..., xk; t), the k-fold renormalized self-intersection local time for Brownian motion...
ABSTRACT. – We show that the nth order renormalized self-intersection local time γn(µ; t) for the sy...
AbstractWe show how to renormalize the intersection local time of fractional Brownian motion of inde...
Abstract. In this paper we consider local time for Gaussian process with values in Rd. We define it ...
We present a new approach to treat the problem of self intersection local time of a d-dimensional Fr...
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...
In this paper we contribute to the investigation of the fractal nature of the intersection local tim...
In this paper, we first prove that the local time associated with symmetric -stable processes is of ...
AbstractDouble intersection local times α(x,.) of Brownian motion W if Rd which measure the size of ...
Using the Itô-Wiener chaos expansion we prove that the normalized self-intersection local time of pl...
AbstractIn this paper we develop a criterion for existence or non-existence of self-intersection loc...
de Faria M, Drumond C, Streit L. The Square of Self-Intersection Local Time of Brownian Motion. In: ...
AbstractIn this paper we will examine the derivative of intersection local time of Brownian motion a...
1 Introduction and statement of the results Self intersection local time of Brownian motion have bee...
We show that the n-th order renormalized self-intersection local time # n (µ; t) for the symmetric s...
We study γk(x2,..., xk; t), the k-fold renormalized self-intersection local time for Brownian motion...
ABSTRACT. – We show that the nth order renormalized self-intersection local time γn(µ; t) for the sy...
AbstractWe show how to renormalize the intersection local time of fractional Brownian motion of inde...
Abstract. In this paper we consider local time for Gaussian process with values in Rd. We define it ...
We present a new approach to treat the problem of self intersection local time of a d-dimensional Fr...
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...
In this paper we contribute to the investigation of the fractal nature of the intersection local tim...
In this paper, we first prove that the local time associated with symmetric -stable processes is of ...
AbstractDouble intersection local times α(x,.) of Brownian motion W if Rd which measure the size of ...
Using the Itô-Wiener chaos expansion we prove that the normalized self-intersection local time of pl...
AbstractIn this paper we develop a criterion for existence or non-existence of self-intersection loc...
de Faria M, Drumond C, Streit L. The Square of Self-Intersection Local Time of Brownian Motion. In: ...