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Asymptotics of Intersection Local Time for Diffusion Processes |
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| Authors: | Dorogovtsev Andrey Izyumtseva Olga |
| Affiliation: | 1.Institute of Mathematics, National Academy of Sciences of Ukraine, Tereshenkivska str. 3, Kiev, 401601, Ukraine ;2.National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Peremohy ave. 37, Kiev, 03056, Ukraine ; |
| Abstract: | In the paper, we investigate the intersection local time for two correlated Brownian motions on the plane that form a diffusion process in ?4 associated with a divergence-form generator. Using Gaussian heat kernel bounds, we prove the existence of intersection local time for these Brownian motions, obtain estimates of its moments, and establish the law of iterated logarithm for it. |
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