Article ID Journal Published Year Pages File Type
10527383 Stochastic Processes and their Applications 2005 31 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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