Unrenormalized intersection local time of Brownian motion and its local time representation

DOI10.1215/kjm/1250281729zbMath1061.60087OpenAlexW1547364964MaRDI QIDQ1890380

Hideaki Uemura

Publication date: 3 January 2005

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250281729

zbMATH Keywords

Sobolev spaceMalliavin calculusBrownian local timeintersection local timeWiener chaosWiener functionals

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures

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