Self-intersection local time of (α,d,β)(α,d,β)-superprocess☆

L MYTNIK, J VILLA
2007 Annales de l'I.H.P. Probabilites et statistiques  
The existence of self-intersection local time (SILT), when the time diagonal is intersected, of the (α,d,β)-superprocess is proved for d/2<α and for a renormalized SILT when d/(2+(1+β)^-1)<α≤ d/2. We also establish Tanaka-like formula for SILT.
doi:10.1016/j.anihpb.2006.07.005 fatcat:4e6am6mu5vblbb32riyfawzmsm