A remark on non-smoothness of the self-intersection local time of planar Brownian motion (Q1359764)
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scientific article; zbMATH DE number 1031780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on non-smoothness of the self-intersection local time of planar Brownian motion |
scientific article; zbMATH DE number 1031780 |
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A remark on non-smoothness of the self-intersection local time of planar Brownian motion (English)
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14 December 1997
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The authors prove that the normalized self-intersection local time of planar Brownian motion is not differentiable in the sense of Meyer-Watanabe by using the Itô-Wiener chaos expansion.
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self-intersection local time
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Brownian motion
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Itô-Wiener chaos expansion
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0.94175255
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0.93859977
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0.9265318
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0.9265307
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