Intersection local times of perturbed Brownian motions and applications

DOI10.1007/BF01377626zbMath0719.60078OpenAlexW2048920063MaRDI QIDQ2640235

Jean Bertoin

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01377626

zbMATH Keywords

Fourier techniquesintersection local timesTanaka-like formulasemimartingales whose martingale part is a Brownian motionVaradhan renormalization for double self-intersections

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

Cites Work

• A local time approach to the self-intersections of Brownian paths in space
• A local time analysis of intersections of Brownian paths in the plane
• Tanaka's formula and renormalization for intersections of planar Brownian motion
• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
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