Title of article
Particle picture approach to the self-intersection local time of density processes in
Author/Authors
Tomasz Bojdecki، نويسنده , , Tomasz and Talarczyk، نويسنده , , Anna، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
31
From page
449
To page
479
Abstract
For a Poisson high-density system of independent motions in R d we consider the corresponding density process as the limit of fluctuations or, equivalently, the limit of the “total charge” if each particle is equipped with a random charge. We prove that under fairly general assumptions on the motions and on the intensity measure of the system, the self-intersection local time (SILT) of the density process can be expressed by means of intersections of pairs of evolving particles. This result helps to understand the interpretation and meaning of SILT. As an example, we discuss the cases of symmetric α -stable motions and fractional Brownian motions in detail.
Keywords
Density process in S ? ( R d ) , Self-intersection local time , ? -stable process , Intersection local time of R d -processes , Fractional Brownian motion
Journal title
Stochastic Processes and their Applications
Serial Year
2005
Journal title
Stochastic Processes and their Applications
Record number
1577576
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