scholarly journals Invariance principles for Brownian intersection local time and polymer measures.

1989 ◽  
Vol 64 ◽  
pp. 133 ◽  
Author(s):  
Andreas Stoll
Keyword(s):  
Local Time ◽  
Intersection Local Time ◽  
Invariance Principles

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.

Self-intersection local time of Additive levy process

2002 ◽  
Vol 22 (2) ◽  
pp. 261-268 ◽  
Author(s):  
Yuquan Zhong ◽  
Dike Hu
Keyword(s):  
Local Time ◽  
Lévy Process ◽  
Levy Process ◽  
Intersection Local Time

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
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