Self-collisions of superprocesses: renormalization and limit theorems

In this paper, we study a renormalized self-collision local time for superprocesses over stable processes and classical diffusions. When the renormalization breaks down, we obtain limit theorems.

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Year of publication:	1999
Authors:	Rosen, Jay
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 80.1999, 1, p. 25-53
Publisher:	Elsevier
Subject:	Superprocesses Self-collisions Local times

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

Persistent link: https://www.econbiz.de/10008875494