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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Bibliographic Details
Date:2008
Main Author: Izyumtseva, O.L.
Format: Article
Language:English
Published: Інститут математики НАН України 2008
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.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine