All Title Author
Keywords Abstract

Mathematics  2009 

Continuous Differentiability of Renormalized Intersection Local Times in R^{1}

DOI: 10.1214/09-AIHP338

Full-Text   Cite this paper   Add to My Lib


We study $\gamma_{k}(x_2,...,x_k;t)$, the k-fold renormalized self-intersection local time for Brownian motion in $R^1$. Our main result says that $\gamma_{k}(x_2,...,x_k;t)$ is continuously differentiable in the spatial variables, with probability 1.


comments powered by Disqus

Contact Us


微信:OALib Journal