Critical dimensions for the existence of self-intersection local times of the \(N\)-parameter Brownian motion in \(R^d\)

DOI10.1023/A:1021627815734zbMath0956.60084OpenAlexW1482571024MaRDI QIDQ1303909

Ferenc Weisz, Peter Imkeller

Publication date: 2 March 2001

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021627815734

zbMATH Keywords

self-intersection local times\(N\)-parameter Wiener process

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Smoothness of local times and self-intersection local times of Gaussian random fields

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