Additive functionals of several lévy processes and intersection local times

Annals of Probability

Volumn 27, Issue 4, 1999, Pages 1643-1678

  Marcus, Michael B ^a   Rosen, Jay ^b  

^a CITY COLLEGE OF NEW YORK   (United States)

^b CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Continuous additive functionals; Gaussian chaos; Intersections; L vy processes

Indexed keywords

EID: 0033233664     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1022874811     Document Type: Article

References (6)

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3. MARCUS, M. B. and ROSEN, J. (1999). Multiple Wick product chaos processes. J. Theoret. Probab. 12 489-522.
4. MARCUS, M. B. and ROSEN, J. (1999). Renormalized Self-Intersection Local Times and Wick Power Chaos Processes. Amer. Math. Soc., Providence, RI.
5. MARCUS, M. B. and ROSEN, J. (1992). Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes. Ann. Probab. 20 1603-1684.
6. MARCUS, M. B. and ROSEN, J. (1996). Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes. Ann. Probab. 24 1130-1177.