Self-intersection local times for generalized grey Brownian motion in higher dimensions

2017/08/07 by da Silva, José Luís, Suryawan, Herry Pribawanto, Bock, Wolfgang
#FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)

paper · doi:10.48550/arxiv.1708.02127

Abstract

We prove that the self-intersection local times for generalized grey Brownian motion B^β,α in arbitrary dimension d is a well defined object in a suitable distribution space for dα<2.

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