English

Continuous Differentiability of Renormalized Intersection Local Times in R^{1}

Probability 2015-05-14 v1

Abstract

We study γk(x2,...,xk;t)\gamma_{k}(x_2,...,x_k;t), the k-fold renormalized self-intersection local time for Brownian motion in R1R^1. Our main result says that γk(x2,...,xk;t)\gamma_{k}(x_2,...,x_k;t) 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}
}