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Asymptotics of Intersection Local Time for Diffusion Processes
Lithuanian Mathematical Journal ( IF 0.5 ) Pub Date : 2019-10-01 , DOI: 10.1007/s10986-019-09466-5
Andrey Dorogovtsev , Olga Izyumtseva

In the paper, we investigate the intersection local time for two correlated Brownian motions on the plane that form a diffusion process in ℝ4 associated with a divergence-form generator. Using Gaussian heat kernel bounds, we prove the existence of intersection local time for these Brownian motions, obtain estimates of its moments, and establish the law of iterated logarithm for it.

中文翻译:

扩散过程的交点本地时间的渐近性

在论文中,我们研究了平面上两个相关布朗运动的交集本地时间,它们在ℝ4 中形成了与散度形式发生器相关的扩散过程。使用高斯热核边界,我们证明了这些布朗运动的交点局部时间的存在,获得了其矩的估计,并建立了它的迭代对数定律。
更新日期:2019-10-01
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