Ukrainian Mathematical Journal

, Volume 60, Issue 11, pp 1740–1751 | Cite as

Renormalization constant for the local times of self-intersections of a diffusion process in the plane

  • O. L. Izyumtseva

We study the local times of self-intersection of a diffusion process in the plane. Our main result is connected with the investigation of the asymptotic behavior of the renormalization constant of this local time.


Brownian Motion Diffusion Process Local Time Lipschitz Function Wiener Process 
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Copyright information

© Springer Science+Business Media, Inc. 2008

Authors and Affiliations

  • O. L. Izyumtseva
    • 1
  1. 1.Institute of Mathematics, Ukrainian Academy of SciencesKievUkraine

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