A remark on non-smoothness of the self-intersection local time of planar Brownian motion

DOI10.1016/S0167-7152(96)00056-9zbMath0878.60053OpenAlexW2004524853MaRDI QIDQ1359764

Xian Yin Zhou, Yaozhong Hu, Sergio A. Albeverio

Publication date: 14 December 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00056-9

zbMATH Keywords

Brownian motionself-intersection local timeItô-Wiener chaos expansion

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items

CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS ⋮ Smoothness of self-intersection local time of multidimensional fractional Brownian motion ⋮ Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields ⋮ On the self-intersection local time of subfractional Brownian motion ⋮ Renormalized self-intersection local time for fractional Brownian motion ⋮ Integral representation of renormalized self-intersection local times ⋮ Renormalized self-intersection local time of bifractional Brownian motion ⋮ BV functions and distorted Ornstein Uhlenbeck processes over the abstract Wiener space ⋮ Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

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