Intersection local times and Tanaka formulas

zbMath0798.60072MaRDI QIDQ1322933

Davar Khoshnevisan, Richard F. Bass

Publication date: 24 October 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1993__29_3_419_0

zbMATH Keywords

Brownian motionrenormalizationadditive functionalsTanaka formulaintersection local timesmultiple pointsdouble points

Mathematics Subject Classification ID

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

Related Items (13)

Derivative of intersection local time of independent symmetric stable motions ⋮ Stochastic quantization for the fractional Edwards measure ⋮ Intersection local times for interlacements ⋮ Analysis of stochastic quantization for the fractional Edwards measure ⋮ Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\) ⋮ The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes ⋮ Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach ⋮ Self-intersection local time: critical exponent, large deviations, and laws of the iterated logarithm ⋮ Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks ⋮ Large deviations for renormalized self-intersection local times of stable processes ⋮ Large deviations and renormalization for Riesz potentials of stable intersection measures ⋮ An almost sure invariance principle for the range of planar random walks ⋮ Thick points for intersections of planar sample paths

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