RUS  ENG
Полная версия
ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2019, том 24(40), выпуск 1, страницы 64–95 (Mi thsp301)

Intersection local times in $L_2$ for Markov processes

Alexey Rudenko

Institute of mathematics of NASU

Аннотация: 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.

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

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

Язык публикации: английский



© МИАН, 2024