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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2019 Volume 24(40), Issue 1, Pages 64–95 (Mi thsp301)

Intersection local times in $L_2$ for Markov processes

Alexey Rudenko

Institute of mathematics of NASU

Abstract: We provide sufficient conditions for the existence of intersection and self-intersection local times with additional weight in the space of square integrable random variables for Markov processes under specific local upper bounds for their transition density. We determine when this condition is satisfied for standard Brownian motion, symmetric stable processes and Brownian motions on Carnot group.

Keywords: Carnot Group, self-intersection local time, intersection local time, Markov processes, transition density estimates.

MSC: Primary 60J55; Secondary 60J65, 60G17

Language: English



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