Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
Annales de l'I.H.P. Probabilités et statistiques, Tome 35 (1999) no. 2, pp. 143-176. 
@article{AIHPB_1999__35_2_143_0,
     author = {Rosen, Jay},
     title = {Joint continuity and a {Doob-Meyer} type decomposition for renormalized intersection local times},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {143--176},
     publisher = {Gauthier-Villars},
     volume = {35},
     number = {2},
     year = {1999},
     mrnumber = {1678521},
     zbl = {0922.60072},
     language = {en},
     url = {http://www.numdam.org/item/AIHPB_1999__35_2_143_0/}
}
TY  - JOUR
AU  - Rosen, Jay
TI  - Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
JO  - Annales de l'I.H.P. Probabilités et statistiques
PY  - 1999
SP  - 143
EP  - 176
VL  - 35
IS  - 2
PB  - Gauthier-Villars
UR  - http://www.numdam.org/item/AIHPB_1999__35_2_143_0/
LA  - en
ID  - AIHPB_1999__35_2_143_0
ER  - 
%0 Journal Article
%A Rosen, Jay
%T Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
%J Annales de l'I.H.P. Probabilités et statistiques
%D 1999
%P 143-176
%V 35
%N 2
%I Gauthier-Villars
%U http://www.numdam.org/item/AIHPB_1999__35_2_143_0/
%G en
%F AIHPB_1999__35_2_143_0
Rosen, Jay. Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times. Annales de l'I.H.P. Probabilités et statistiques, Tome 35 (1999) no. 2, pp. 143-176. http://www.numdam.org/item/AIHPB_1999__35_2_143_0/

[1] R. Bass and D. Khoshnevisan, Intersection local times and Tanaka formulas, Ann. Inst. H. Poincaré Prob. Stat., Vol. 29, 1993, pp. 419-452. | Numdam | MR | Zbl

[2] J. Bertoin, Applications des processes de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien, Prob. Theory Related Fields, Vol. 80, 1989, pp. 433-460. | MR | Zbl

[3] C. Goldie and J. Teugals, Regular Variation, Cambridge University Press, Cambridge, 1987. | MR | Zbl

[4] E.B. Dynkin, Self-intersection gauge for random walks and for Brownian motion, Ann. Probab., Vol. 16, 1988, pp. 1-57. | MR | Zbl

[5] B. Fristedt, Sample functions of stochastic processes with stationary independent increments, Advances in probability and related topics, Vol. 3, 1974,P. Ney and S. Port, editors, Marcel Dekker, Inc. | MR | Zbl

[6] J.-F. Le Gall, Proprietes d'intersection des marches aleatoires, I, Comm. Math. Phys., Vol. 104, 1986, pp. 471-507. | MR | Zbl

[7] J.-F. Le Gall, Fluctuation results for the Wiener sausage, Ann. Probab., Vol. 16, 1988, pp. 991-1018. | MR | Zbl

[8] J.-F. Le Gall, Some properties of planar Brownian motion, Ecole d'ete de probabbilities de St. Flour XX, 1990 (Berlin), Lecture Notes in Mathematics, vol. 1527, Springer-Verlag, Berlin, 1992. | MR | Zbl

[9] J.-F. Le Gall and J. Rosen, The range of stable random walks, Ann. Probab., Vol. 19, 1991, pp. 650-705. | MR | Zbl

[10] M. Ledoux and M. Talagrand, Probability in Banach spaces, Springer-Verlag, New York, 1991. | MR | Zbl

[11] M. Marcus and J. Rosen, Multiple Wick product chaos processes, preprint. | MR

[12] M. Marcus and J. Rosen, Renormalized self-intersection local times and Wick power chaos processes, Memoirs of the A.M.S., to appear. | MR

[13] J. Rosen, The asymptotics of stable sausages in the plane, Ann. Probab., Vol. 20, 1992, pp. 29-60. | MR | Zbl

[14] J. Rosen, Joint continuity of renormalized intersection local times, Ann. Inst. H. Poincaré Prob. Stat., Vol. 32, 1996, pp. 671-700. | Numdam | MR | Zbl

[15] S.R.S. Varadhan, Appendix to Euclidian quantum field theory by K. Symanzyk, Local Quantum Theory (R. Jost, ed.), Academic Press, 1969.