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

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 $d/(2+(1+\beta {)}^{-1})<\alpha \le d/2$. We also establish Tanaka-like formula for SILT.

28 pages

References in corpus (1)

• Stochastic integral representation and regularity of the density for the Exit measure of super-Brownian motion

Cited by in corpus (1)

• Generalized self-intersection local time for a superprocess over a stochastic flow