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arxiv: 1708.02127 · v1 · pith:XDM43LKTnew · submitted 2017-08-07 · 🧮 math.FA · math.PR

Self-intersection local times for generalized grey Brownian motion in higher dimensions

classification 🧮 math.FA math.PR
keywords alphabrowniangeneralizedgreylocalmotionself-intersectiontimes
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We prove that the self-intersection local times for generalized grey Brownian motion $B^{\beta,\alpha}$ in arbitrary dimension $d$ is a well defined object in a suitable distribution space for $d\alpha<2$.

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