Self-intersection local times for generalized grey Brownian motion in higher dimensions

Abstract

We prove that the self-intersection local times for generalized grey Brownian motion $B^{\beta ,\alpha }$ in arbitrary dimension $d$ is a well defined object in a suitable distribution space for $d\alpha <2$.

References in corpus (2)

• Renormalized self-intersection local time for fractional Brownian motion
• Local times of multifractional Brownian sheets