Random fields associated with multiple points of the Brownian motion

DOI10.1016/0022-1236(85)90012-6zbMath0579.60081OpenAlexW2073182210MaRDI QIDQ1067315

E. B. Dynkin

Publication date: 1985

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(85)90012-6

zbMATH Keywords

local timeself-intersectionsgeneralized random fieldproblem of regularization

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (8)

Multiple path integrals ⋮ Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection) ⋮ Tanaka's formula for multiple intersections of planar Brownian motion ⋮ Harmonic analysis of additive Lévy processes ⋮ The intersection local time of fractional Brownian motion in the plane ⋮ The measure theory of random fractals ⋮ Self-intersection local times, occupation fields, and stochastic integrals ⋮ Multiple points of operator semistable Lévy processes

Cites Work

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• Gaussian and non-Gaussian random fields associated with Markov processes
• A local time analysis of intersections of Brownian paths in the plane
• Self-intersections of random fields
• Polynomials of the occupation field and related random fields
• Markov processes as a tool in field theory
• Local time and a particle picture for Euclidean field theory
• Additive functionals of several time-reversible Markov processes
• Green's and Dirichlet spaces associated with fine Markov processes
• Occupation densities
• Wiener path intersections and local time
• Small distance behaviour in field theory and power counting

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