Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156936 | Stochastic Processes and their Applications | 2008 | 34 Pages |
Abstract
In 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Greg Markowsky,