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arXiv · 1708.02127

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

José Luís da Silva·Herry Pribawanto Suryawan·Wolfgang Bock
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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 $d\alpha<2$.

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José Luís da Silva, Herry Pribawanto Suryawan, Wolfgang Bock. 2017-08-07. Self-intersection local times for generalized grey Brownian motion in higher dimensions. https://arxiv.org/abs/1708.02127

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