The Asymptotics of Stable Sausages in the Plane
Rosen, Jay
Ann. Probab., Tome 20 (1992) no. 4, p. 29-60 / Harvested from Project Euclid
In this paper we develop an asymptotic expansion for the $\varepsilon$-neighborhood of the symmetric stable process of order $\beta, 1 < \beta < 2$. Our expansion is in powers of $\varepsilon^{2-\beta}$ with the $n$th coefficient related to $n$-fold self-intersections of our stable process.
Publié le : 1992-01-14
Classification:  Asymptotic expansion,  sausage for stable processes,  self-intersection,  local times,  60F25,  60G17,  60J30,  60J55
@article{1176989917,
     author = {Rosen, Jay},
     title = {The Asymptotics of Stable Sausages in the Plane},
     journal = {Ann. Probab.},
     volume = {20},
     number = {4},
     year = {1992},
     pages = { 29-60},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989917}
}
Rosen, Jay. The Asymptotics of Stable Sausages in the Plane. Ann. Probab., Tome 20 (1992) no. 4, pp.  29-60. http://gdmltest.u-ga.fr/item/1176989917/