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Self-intersection local time of an -valued process involving motions of two types

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  • Gorostiza, Luis G.
  • Todorova, Ekaterina

Abstract

We study existence and continuity of self-intersection local time (SILT) for a Gaussian -valued process which arises as a high-density fluctuation limit of a particle system in where the particle motion switches back and forth between symmetric stable processes of indices [alpha]1 and [alpha]2 at exponential time intervals. We prove that SILT exists if and only if d

Suggested Citation

  • Gorostiza, Luis G. & Todorova, Ekaterina, 1999. "Self-intersection local time of an -valued process involving motions of two types," Stochastic Processes and their Applications, Elsevier, vol. 81(2), pages 271-298, June.
    • Handle: RePEc:eee:spapps:v:81:y:1999:i:2:p:271-298
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    References listed on IDEAS

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    1. Bojdecki, Tomasz & Gorostiza, Luis G., 1995. "Self-intersection local time for Gaussian '(d)-processes: Existence, path continuity and examples," Stochastic Processes and their Applications, Elsevier, vol. 60(2), pages 191-226, December.
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    Cited by:

    1. Talarczyk, Anna, 2001. "Self-intersection local time of order k for Gaussian processes in," Stochastic Processes and their Applications, Elsevier, vol. 96(1), pages 17-72, November.

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