Multiple path integrals

DOI10.1016/0196-8858(86)90032-1zbMath0604.60075OpenAlexW1988458762MaRDI QIDQ1083128

E. B. Dynkin

Publication date: 1986

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0196-8858(86)90032-1

zbMATH Keywords

additive functionalself-intersection local times of Brownian motion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (2)

Polylinear additive functionals of superprocesses ⋮ Self-intersection local times, occupation fields, and stochastic integrals

Cites Work

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• A local time approach to the self-intersections of Brownian paths in space
• A local time analysis of intersections of Brownian paths in the plane
• Polynomials of the occupation field and related random fields
• Additive functionals and entrance laws
• Random fields associated with multiple points of the Brownian motion
• On Edwards' model for long polymer chains
• Additive functionals of several time-reversible Markov processes
• Green's and Dirichlet spaces associated with fine Markov processes
• Markov systems and their additive functionals
• Wiener path intersections and local time
• A representation for the intersection local time of Brownian motion in space
• Naturality, standardness, and weak duality for Markov processes

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