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Zbl 0922.60072
Rosen, Jay
Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times. (English)
[J] Ann. Inst. Henri Poincaré, Probab. Stat. 35, No.2, 143-176 (1999). ISSN 0246-0203

The paper is concerned with a special class of radially symmetric Lévy processes in $\bbfR^d$ which belong to a stable domain of attraction, and more precisely with their so-called renormalized self-intersection local times. General sufficient conditions for the existence of a jointly continuous version are obtained. The approach relies on a decomposition of Doob-Meyer type which is used to express the $n$-fold intersection local time in terms of a lower order intersection local time, and on known results about the continuity of Gaussian chaos processes.
[J.Bertoin (Paris)]

MSC 2000:: *60J99 Markov processes

Keywords: intersection local time; Gaussian chaos; Lévy process

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