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
Link To Document :
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