INTERSECTION LOCAL-TIMES AND TANAKA FORMULAS

Authors
BASS RF KHOSHNEVISAN D
Citation
Rf. Bass et D. Khoshnevisan, INTERSECTION LOCAL-TIMES AND TANAKA FORMULAS, Annales de l'I.H.P. Probabilites et statistiques, 29(3), 1993, pp. 419-451
Citations number
18
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annales de l'I.H.P. Probabilites et statistiques → ACNP
ISSN journal
02460203
Volume
29
Issue
3
Year of publication
1993
Pages
419 - 451
Database
ISI
SICI code
0246-0203(1993)29:3<419:ILATF>2.0.ZU;2-N
Abstract
A new approach to intersection local times of Brownian motion is given , using additive functionals of a single Markov process and stochastic calculus. New results include the Tanaka formula for the k-multiple p oints of self-intersection local time and the joint Holder continuity in all variables of renormalized self-intersection local time for k-mu ltiple points, k greater-than-or-equal-to 4.