Renormalization constant for the local times of self-intersections of a diffusion process in the plane

  • O. L. Izyumtseva


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.
How to Cite
Izyumtseva, O. L. “Renormalization Constant for the Local Times of Self-Intersections of a Diffusion Process in the Plane”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, no. 11, Nov. 2008, pp. 1489–1498,
Research articles