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arxiv: math/0609265 · v1 · submitted 2006-09-10 · 🧮 math.PR

Renormalization and convergence in law for the derivative of intersection local time in R²

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keywords processesderivativeintersectionlocaltimebrowniancanonicalconvergence
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In this paper we will examine the derivative of intersection local time of Brownian motion and symmetric stable processes in $R^2$. These processes do not exist when defined in the canonical way. The purpose of this paper is to exhibit the correct rate for renormaliztion of these processes.

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