Renormalized self-intersection local times and Wick power chaos processes /

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Bibliographic Details
Author / Creator:Marcus, Michael B.
Imprint:Providence, RI : American Mathematical Society, 1999.
Description:vi, 125 p. ; 26 cm.
Language:English
Series:Memoirs of the American Mathematical Society, 0065-9266 ; no. 675
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/4064178
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Other authors / contributors:Rosen, Jay, 1948-
ISBN:0821813404
Notes:"November 1999, volume 142, number 675 (first of 4 numbers)."
Includes bibliographical references.
Description
Summary:Sufficient conditions are obtained for the continuity of renormalized self-intersection local times for the multiple intersections of a large class of strongly symmetric Levy processes in $R^m$, $m=1,2$. In $R^2$ these include Brownian motion and stable processes of index greater than 3/2, as well as many processes in their domains of attraction. In $R^1$ these include stable processes of index $3/4
Item Description:"November 1999, volume 142, number 675 (first of 4 numbers)."
Physical Description:vi, 125 p. ; 26 cm.
Bibliography:Includes bibliographical references.
ISBN:0821813404