White noise analysis and Tanaka formula for intersections of planar Brownian motion

DOI10.1017/S0027763000003500zbMath0759.60041MaRDI QIDQ3980454

Narn-Rueih Shieh

Publication date: 26 June 1992

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

white noise analysisintersection local timeplanar Brownian motiontechnique of approximations of generalized functional

Mathematics Subject Classification ID

Sample path properties (60G17) Generalized stochastic processes (60G20) Stochastic analysis (60H99)

Related Items

Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization ⋮ THE RENORMALIZATION OF SELF-INTERSECTION LOCAL TIMES I: THE CHAOS EXPANSION ⋮ MULTIPLE INTERSECTION LOCAL TIMES IN TERMS OF WHITE NOISE ⋮ RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN

Cites Work

• A local time analysis of intersections of Brownian paths in the plane
• Self-intersections of random fields
• Regularity property of Donsker's delta function
• Generalized Brownian functionals and stochastic integrals
• Tanaka's formula for multiple intersections of planar Brownian motion
• Self-intersection gauge for random walks and for Brownian motion
• Regularized self-intersection local times of planar Brownian motion
• Tanaka's formula and renormalization for intersections of planar Brownian motion
• A representation for the intersection local time of Brownian motion in space