Tanaka's formula and renormalization for intersections of planar Brownian motion
From MaRDI portal
Publication:1822142
DOI10.1214/aop/1176992365zbMath0617.60079OpenAlexW2057571876MaRDI QIDQ1822142
Publication date: 1986
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992365
Brownian motion (60J65) Probabilistic potential theory (60J45) Quantum field theory; related classical field theories (81T99) Stochastic integrals (60H05)
Related Items
Tanaka's formula for multiple intersections of planar Brownian motion ⋮ Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization ⋮ White noise analysis and Tanaka formula for intersections of planar Brownian motion ⋮ The intersection local time of fractional Brownian motion in the plane ⋮ Applications des processus de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien. (Applications of Dirichlet processes to local times and local times of intersections of Brownian motions) ⋮ Intersection local times of perturbed Brownian motions and applications ⋮ Strong approximations of three-dimensional Wiener sausages ⋮ Construction of an Edwards' probability measure on \(\mathcal C(\mathbb R_+, \mathbb R)\) ⋮ Self-intersection local time of planar Brownian motion based on a strong approximation by random walks ⋮ Chaos decomposition and gap renormalization of Brownian self-intersection local times ⋮ Self-intersection local time: critical exponent, large deviations, and laws of the iterated logarithm ⋮ Self-intersection local times, occupation fields, and stochastic integrals ⋮ THE RENORMALIZATION OF SELF-INTERSECTION LOCAL TIMES I: THE CHAOS EXPANSION ⋮ Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
