Rosen, Jay Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times. (English) Zbl 0922.60072 Ann. Inst. Henri Poincaré, Probab. Stat. 35, No. 2, 143-176 (1999). The paper is concerned with a special class of radially symmetric Lévy processes in \(\mathbb{R}^d\) 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. Reviewer: J.Bertoin (Paris) Cited in 3 Documents MSC: 60J99 Markov processes Keywords:intersection local time; Gaussian chaos; Lévy process PDFBibTeX XMLCite \textit{J. Rosen}, Ann. Inst. Henri Poincaré, Probab. Stat. 35, No. 2, 143--176 (1999; Zbl 0922.60072) Full Text: DOI Numdam EuDML