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math.PR2005★ 21 cited
Large deviations for renormalized self-intersection local times of stable processes
Richard Bass, Xia Chen, Jay Rosen
We study large deviations for the renormalized self-intersection local time of d-dimensional stable processes of index β\in (2d/3,d]. We find a difference between the upper and low…
math.PR2005★ 48 cited
Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm
Richard F. Bass, Xia Chen
If β_t is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee^{γβ_1} is finite or infinite in terms of the best constant of a Gagliardo-Ni…