Renormalization constant for the local times of self-intersections of a diffusion process in the plane

We study the local times of self-intersection of a diffusion process in the plane. Our main result is connected with the investigation of the asymptotic behavior of the renormalization constant of this local time.

Saved in:
Bibliographic Details
Date:2008
Main Authors: Izyumtseva, O. L., Ізюмцева, О. Л.
Format: Article
Language:English
Published: Institute of Mathematics, NAS of Ukraine 2008
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/3263
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Ukrains’kyi Matematychnyi Zhurnal
Download file: Pdf

Institution

Ukrains’kyi Matematychnyi Zhurnal