Greg Markowsky

most citedRenormalization and convergence in law for the derivative of intersection local time in R^2

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math.PR2006★ 2 cited

Renormalization and convergence in law for the derivative of intersection local time in R^2

Greg Markowsky

In this paper we will examine the derivative of intersection local time of Brownian motion and symmetric stable processes in $R^{2}$ . These processes do not exist when defined in the…

math.PR2006

A Tanaka formula for the derivative of intersection local time in $R^{1}$

Greg Markowsky

Let $B_{t}$ be a one dimensional Brownian motion, and let $α^{'}$ denote the derivative of the intersection local time of $B_{t}$ as defined in Jay Rosen's work (see references). The obje…

Renormalization and convergence in law for the derivative of intersection local time in R^2

A Tanaka formula for the derivative of intersection local time in R1

A Tanaka formula for the derivative of intersection local time in $R^{1}$