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Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times. (English) Zbl 0922.60072

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)

MSC:

60J99 Markov processes
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