Self-Intersection Local Time of $(\alpha,d,\beta)$-superprocess

L. Mytnik; J. Villa

doi:10.1016/j.anihpb.2006.07.005

Self-Intersection Local Time of $(\alpha,d,\beta)$-superprocess

Probability 2015-06-26 v1

Authors: L. Mytnik , J. Villa

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Abstract

The existence of self-intersection local time (SILT), when the time diagonal is intersected, of the $(\alpha,d,\beta)$ -superprocess is proved for $d/2<\alpha$ and for a renormalized SILT when $d/(2+(1+\beta)^{-1})<\alpha \leq d/2$ . We also establish Tanaka-like formula for SILT.

Cite

@article{arxiv.math/0611727,
  title  = {Self-Intersection Local Time of $(\alpha,d,\beta)$-superprocess},
  author = {L. Mytnik and J. Villa},
  journal= {arXiv preprint arXiv:math/0611727},
  year   = {2015}
}

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28 pages

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