Derivative of intersection local time of independent symmetric stable motions

2017 ◽  
Vol 121 ◽  
pp. 18-28 ◽  
Author(s):  
Litan Yan ◽  
Xianye Yu ◽  
Ruqing Chen
Keyword(s):  
Local Time ◽  
Intersection Local Time

scholarly journals Condition for intersection occupation measure to be absolutely continuous

2020 ◽  
Vol 72 (9) ◽  
pp. 1304-1312
Author(s):  
X. Chen
Keyword(s):  
Stochastic Processes ◽  
Lebesgue Measure ◽  
Local Time ◽  
Minimal Condition ◽  
Occupation Measure ◽  
Absolutely Continuous ◽  
Intersection Local Time ◽  
Stationary Increments

UDC 519.21 Given the i.i.d. -valued stochastic processes with the stationary increments, a minimal condition is provided for the occupation measure to be absolutely continuous with respect to the Lebesgue measure on An isometry identity related to the resulting density (known as intersection local time) is also established.

Asymptotics of Intersection Local Time for Diffusion Processes

2019 ◽  
Vol 59 (4) ◽  
pp. 519-534
Author(s):  
Andrey Dorogovtsev ◽  
Olga Izyumtseva
Keyword(s):  
Local Time ◽  
Diffusion Processes ◽  
Intersection Local Time

SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES

1999 ◽  
Vol 02 (04) ◽  
pp. 569-615 ◽  
Author(s):  
TOMASZ BOJDECKI ◽  
LUIS G. GOROSTIZA
Keyword(s):  
Random Field ◽  
Local Time ◽  
Fourier Transforms ◽  
Stable Process ◽  
Local Times ◽  
Spherically Symmetric ◽  
Homogeneous Random Field ◽  
Intersection Local Time ◽  
Wiener Processes ◽  
First Results

Existence and continuity results are obtained for self-intersection local time of [Formula: see text]-valued Ornstein–Uhlenbeck processes [Formula: see text], where X0 is Gaussian, Wt is an [Formula: see text]-Wiener process (independent of X0), and T't is the adjoint of a semigroup Tt on [Formula: see text]. Two types of covariance kernels for X0 and for W are considered: square tempered kernels and homogeneous random field kernels. The case where Tt corresponds to the spherically symmetric α-stable process in ℝd, α∈(0,2], is treated in detail. The method consists in proving first results for self-intersection local times of the ingredient processes: Wt, T't X0 and [Formula: see text], from which the results for Xt are derived. As a by-product, a class of non-finite tempered measures on ℝd whose Fourier transforms are functions is identified. The tools are mostly analytical.

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