کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10527383 958842 2005 31 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Particle picture approach to the self-intersection local time of density processes in S′(Rd)
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Particle picture approach to the self-intersection local time of density processes in S′(Rd)
چکیده انگلیسی
For a Poisson high-density system of independent motions in Rd we consider the corresponding density process as the limit of fluctuations or, equivalently, the limit of the “total charge” if each particle is equipped with a random charge. We prove that under fairly general assumptions on the motions and on the intensity measure of the system, the self-intersection local time (SILT) of the density process can be expressed by means of intersections of pairs of evolving particles. This result helps to understand the interpretation and meaning of SILT. As an example, we discuss the cases of symmetric α-stable motions and fractional Brownian motions in detail.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 115, Issue 3, March 2005, Pages 449-479
نویسندگان
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