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arXiv · 0910.2919

Continuous Differentiability of Renormalized Intersection Local Times in R^{1}

Jay S. Rosen
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Abstract

We study $\gamma_{k}(x_2,...,x_k;t)$, the k-fold renormalized self-intersection local time for Brownian motion in $R^1$. Our main result says that $\gamma_{k}(x_2,...,x_k;t)$ is continuously differentiable in the spatial variables, with probability 1.

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BibTeXRIS

Jay S. Rosen. 2009-10-15. Continuous Differentiability of Renormalized Intersection Local Times in R^{1}. https://doi.org/10.1214/09-aihp338

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