We study the local times of self-intersection of a diffusion process in the plane. Our main result is connected with the investigation of the asymptotic behavior of the renormalization constant of this local time.
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Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 11, pp. 1489–1498, November, 2008.
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Izyumtseva, O.L. Renormalization constant for the local times of self-intersections of a diffusion process in the plane. Ukr Math J 60, 1740–1751 (2008). https://doi.org/10.1007/s11253-009-0166-4
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DOI: https://doi.org/10.1007/s11253-009-0166-4