Geodesic
Intersection local times in $L_2$ for Markov processes
Teoriâ slučajnyh processov, Tome 24 (2019) no. 1, pp. 64-95

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We provide sufficient conditions for the existence of intersection and self-intersection local times with additional weight in the space of square integrable random variables for Markov processes under specific local upper bounds for their transition density. We determine when this condition is satisfied for standard Brownian motion, symmetric stable processes and Brownian motions on Carnot group.
Keywords: self-intersection local time, intersection local time, Markov processes, transition density estimates.
Mots-clés : Carnot Group 
@article{THSP_2019_24_1_a4,
     author = {Alexey Rudenko},
     title = {Intersection local times in $L_2$ for {Markov} processes},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {64--95},
     publisher = {mathdoc},
     volume = {24},
     number = {1},
     year = {2019},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2019_24_1_a4/}
}
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Alexey Rudenko. Intersection local times in $L_2$ for Markov processes. Teoriâ slučajnyh processov, Tome 24 (2019) no. 1, pp. 64-95. http://geodesic.mathdoc.fr/item/THSP_2019_24_1_a4/