no. 4
Continuous differentiability of renormalized intersection local times in R 1
Annales de l'I.H.P. Probabilités et statistiques, Volume 46 (2010) no. 4, pp. 1025-1041

We study γk(x2, …, xk; t), the k-fold renormalized self-intersection local time for brownian motion in R1. Our main result says that γk(x2, …, xk; t) is continuously differentiable in the spatial variables, with probability 1.

Nous étudions γk(x2, …, xk; t), le temps local renormalisé d'auto-intersection d'ordre k du mouvement brownien dans R1. Notre résultat principal montre que γk(x2, …, xk; t) est presque sûrement continûment différentiable dans les variables spatiales.

DOI: 10.1214/09-AIHP338
Classification: 60J55, 60J65
Keywords: continuous differentiability, intersection local time, brownian motion 
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Rosen, Jay S. Continuous differentiability of renormalized intersection local times in $R^1$. Annales de l'I.H.P. Probabilités et statistiques, Volume 46 (2010) no. 4, pp. 1025-1041. doi: 10.1214/09-AIHP338

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