Continuous differentiability of renormalized intersection local times in R 1
Annales de l'I.H.P. Probabilités et statistiques, Tome 46 (2010) no. 4, pp. 1025-1041.

Nous étudions γk(x2, …, xk; t), le temps local renormalisé d'auto-intersection d'ordre k du mouvement brownien dans R1. Notre résultat principal montre que γk(x2, …, xk; t) est presque sûrement continûment différentiable dans les variables spatiales.

We study γk(x2, …, xk; t), the k-fold renormalized self-intersection local time for brownian motion in R1. Our main result says that γk(x2, …, xk; t) is continuously differentiable in the spatial variables, with probability 1.

DOI : 10.1214/09-AIHP338
Classification : 60J55, 60J65
Mots-clés : continuous differentiability, intersection local time, brownian motion 
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Rosen, Jay S. Continuous differentiability of renormalized intersection local times in $R^1$. Annales de l'I.H.P. Probabilités et statistiques, Tome 46 (2010) no. 4, pp. 1025-1041. doi : 10.1214/09-AIHP338. http://archive.numdam.org/articles/10.1214/09-AIHP338/

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