Continuity and Singularity of the Intersection Local Time of Stable Processes in $\mathbb{R}^2$
Rosen, Jay
Ann. Probab., Tome 16 (1988) no. 4, p. 75-79 / Harvested from Project Euclid
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We show that the planar symmetric stable process $X_t$ of index $\frac{4}{3} < \beta < 2$ has an intersection local time $\alpha(x, \cdot)$ which is weakly continuous in $x \neq 0$, while $\alpha(x, \lbrack 0, T\rbrack^2) \sim \frac{c}{|x|^{2 - \beta}}, \quad\text{as} x \rightarrow 0.$
Publié le : 1988-01-14
Classification:  Intersection local time,  stable processes,  60J55,  60J25 
@article{1176991886,
     author = {Rosen, Jay},
     title = {Continuity and Singularity of the Intersection Local Time of Stable Processes in $\mathbb{R}^2$},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 75-79},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991886}
}

Rosen, Jay. Continuity and Singularity of the Intersection Local Time of Stable Processes in $\mathbb{R}^2$. Ann. Probab., Tome 16 (1988) no. 4, pp.  75-79. http://gdmltest.u-ga.fr/item/1176991886/