Renormalization constant for the local times of self-intersections of a diffusion process in the plane
The self-intersection local times of a diffusion process in the plane are studied. The main result consists in investigating asymptotic behavior of renormalizing constant for this local time.
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Date: | 2008 |
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Main Author: | |
Format: | Article |
Language: | English |
Published: |
Інститут математики НАН України
2008
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Series: | Український математичний журнал |
Subjects: | |
Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/164780 |
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Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
Cite this: | Renormalization constant for the local times of self-intersections of a diffusion process in the plane / O.L. Izyumtseva // Український математичний журнал. — 2008. — Т. 60, № 11. — С. 1489–1498. — Бібліогр.: 10 назв. — англ. |