All Title Author
Keywords Abstract

Mathematics  2005 

Large deviations for renormalized self-intersection local times of stable processes

DOI: 10.1214/009117904000001099

Full-Text   Cite this paper   Add to My Lib


We study large deviations for the renormalized self-intersection local time of d-dimensional stable processes of index \beta \in (2d/3,d]. We find a difference between the upper and lower tail. In addition, we find that the behavior of the lower tail depends critically on whether \beta


comments powered by Disqus

Contact Us


微信:OALib Journal