The intersection local time of the Westwater process

Summary In this paper, self-intersection properties of the Westwater process are investigated. As a result, we obtain that the Westwater process has an intersection local time(x, [0,s] × [t, 1]) which is Hölder continuous with respect tox, s, t)R³×[0,1/2]×[1/2,1], and the Hausdorff dimension of the double time set is 1/2, as for Brownian motion inR³.This work is supported in part by the Fundation of National Natural Science of China