Continuous differentiability of renormalized intersection local times in R1
Rosen, Jay S.
Ann. Inst. H. Poincaré Probab. Statist., Tome 46 (2010) no. 1, p. 1025-1041 / Harvested from Project Euclid
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We study γk(x2, …, xk; t), the k-fold renormalized self-intersection local time for Brownian motion in R1. Our main result says that γk(x2, …, xk; t) is continuously differentiable in the spatial variables, with probability 1.
Publié le : 2010-11-15
Classification:  Continuous differentiability,  Intersection local time,  Brownian motion,  60J55,  60J65 
@article{1288878336,
     author = {Rosen, Jay S.},
     title = {Continuous differentiability of renormalized intersection local times in R<sup>1</sup>},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {46},
     number = {1},
     year = {2010},
     pages = { 1025-1041},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1288878336}
}

Rosen, Jay S. Continuous differentiability of renormalized intersection local times in R1. Ann. Inst. H. Poincaré Probab. Statist., Tome 46 (2010) no. 1, pp.  1025-1041. http://gdmltest.u-ga.fr/item/1288878336/