Self-Intersection Local Time of $(α,d,β)$-superprocess

Details Self-Intersection Local Time of $(α,d,β)$-superprocess Self-Intersection Local Time of $(α,d,β)$-superprocess

2006-11-23

arxiv.org/abs/math/0611727v1

Mathematics

Probability

28 pages

Scientific paper

The existence of self-intersection local time (SILT), when the time diagonal
is intersected, of the $(\alpha,d,\beta)$-superprocess is proved for
$d/2<\alpha $ and for a renormalized SILT when $d/(2+(1+\beta)^{-1})<\alpha
\leq d/2$. We also establish Tanaka-like formula for SILT.

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