Article ID Journal Published Year Pages File Type
1156936 Stochastic Processes and their Applications 2008 34 Pages PDF
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
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