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Self-intersection local time of planar Brownian motion based on a strong approximation by random walks - MaRDI portal

Self-intersection local time of planar Brownian motion based on a strong approximation by random walks (Q1930530)

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Self-intersection local time of planar Brownian motion based on a strong approximation by random walks
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    Self-intersection local time of planar Brownian motion based on a strong approximation by random walks (English)
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    11 January 2013
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    self-intersection local time
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    strong approximation
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    random walks
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    Ito's formula
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    Tanaka-Rosen-Yor formula
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