Renormalization and convergence in law for the derivative of intersection local time in

In this paper we will examine the derivative of intersection local time of Brownian motion and symmetric stable processes in . These processes doÂ Â not exist when defined in the canonical way. The purpose of this paper is to exhibit the correct rate for renormalization of these processes.

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Year of publication:	2008
Authors:	Markowsky, Greg
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 118.2008, 9, p. 1552-1585
Publisher:	Elsevier
Keywords:	Brownian motion Local time Intersection local time Sample path properties

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875616