Continuous Differentiability of Renormalized Intersection Local Times in R^{1}
Jay S. Rosen
所有作者
Jay S. Rosen
文献摘要
We study γk(x2,...,xk;t), the k-fold renormalized
self-intersection local time for Brownian motion in R1. Our main result says
that γk(x2,...,xk;t) is continuously differentiable in the spatial
variables, with probability 1.