Continuous differentiability of renormalized intersection local times in R 1
Rosen, Jay S.
Annales de l'I.H.P. Probabilités et statistiques, Tome 46 (2010), p. 1025-1041 / Harvested from Numdam
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Nous étudions γk(x2, …, xk; t), le temps local renormalisé d'auto-intersection d'ordre k du mouvement brownien dans R1. Notre résultat principal montre que γk(x2, …, xk; t) est presque sûrement continûment différentiable dans les variables spatiales.

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 : 2010-01-01
DOI : https://doi.org/10.1214/09-AIHP338
Classification:  60J55,  60J65 
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     author = {Rosen, Jay S.},
     title = {Continuous differentiability of renormalized intersection local times in $R^1$},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {46},
     year = {2010},
     pages = {1025-1041},
     doi = {10.1214/09-AIHP338},
     zbl = {1210.60084},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2010__46_4_1025_0}
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Rosen, Jay S. Continuous differentiability of renormalized intersection local times in $R^1$. Annales de l'I.H.P. Probabilités et statistiques, Tome 46 (2010) pp. 1025-1041. doi : 10.1214/09-AIHP338. http://gdmltest.u-ga.fr/item/AIHPB_2010__46_4_1025_0/

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