Continuous Differentiability of Renormalized Intersection Local Times in R^{1}
Probability
2015-05-14 v1
Abstract
We study , the k-fold renormalized self-intersection local time for Brownian motion in . Our main result says that is continuously differentiable in the spatial variables, with probability 1.
Keywords
Cite
@article{arxiv.0910.2919,
title = {Continuous Differentiability of Renormalized Intersection Local Times in R^{1}},
author = {Jay S. Rosen},
journal= {arXiv preprint arXiv:0910.2919},
year = {2015}
}