Self-intersection local time of order k for Gaussian processes in

We study existence and continuity of self-intersection local time of any order of Gaussian processes. In particular, we give results for Wiener and Ornstein-Uhlenbeck processes. We study processes associated with several classes of covariances, which arise in examples mainly as fluctuation limits of particle systems.

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Year of publication:	2001
Authors:	Talarczyk, Anna
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 96.2001, 1, p. 17-72
Publisher:	Elsevier
Keywords:	Self-intersection local time Gaussian -valued processes Ornstein-Uhlenbeck process Tempered distribution

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

Persistent link: https://www.econbiz.de/10008873124