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

Greg Markowsky

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

Greg Markowsky

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Abstract

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 canonical way. The purpose of this paper is to exhibit the correct rate for renormaliztion of these processes.

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Greg Markowsky. 2006-09-10. Renormalization and convergence in law for the derivative of intersection local time in R^2. https://arxiv.org/abs/math/0609265

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