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Theory of Stochastic Processes, 2019, Volume 24(40), Issue 1, Pages 64–95 (Mi thsp301)  

Intersection local times in $L_2$ for Markov processes

Alexey Rudenko

Institute of mathematics of NASU
References:
Abstract: We provide sufficient conditions for the existence of intersection and self-intersection local times with additional weight in the space of square integrable random variables for Markov processes under specific local upper bounds for their transition density. We determine when this condition is satisfied for standard Brownian motion, symmetric stable processes and Brownian motions on Carnot group.
Keywords: Carnot Group, self-intersection local time, intersection local time, Markov processes, transition density estimates.
Document Type: Article
MSC: Primary 60J55; Secondary 60J65, 60G17
Language: English
Citation: Alexey Rudenko, “Intersection local times in $L_2$ for Markov processes”, Theory Stoch. Process., 24(40):1 (2019), 64–95
Citation in format AMSBIB
\Bibitem{Rud19}
\by Alexey Rudenko
\paper Intersection local times in $L_2$ for Markov processes
\jour Theory Stoch. Process.
\yr 2019
\vol 24(40)
\issue 1
\pages 64--95
\mathnet{http://mi.mathnet.ru/thsp301}
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  • https://www.mathnet.ru/eng/thsp301
  • https://www.mathnet.ru/eng/thsp/v24/i1/p64
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