• 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