Article ID Journal Published Year Pages File Type
4673423 Annales de l'Institut Henri Poincare (B) Probability and Statistics 2007 27 Pages PDF
Abstract

The existence of self-intersection local time (SILT), when the time diagonal is intersected, of the (α,d,β)-superprocess is proved for d/2<α and for a renormalized SILT when d/(2+−1(1+β))<α⩽d/2. We also establish Tanaka-like formula for SILT.

RésuméL'existence de temps locaux d'auto-intersection est établie pour certaines classes de superprocessus, ainsi qu'une formule analogue à celle de Tanaka.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability