Self-intersection local times for Gaussian processes in the plane

DOI10.1134/S1064562414010141zbMath1312.60037MaRDI QIDQ403929

O. L. Izyumtseva, Andrey A. Dorogovtsev

Publication date: 29 August 2014

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Gaussian processesself-intersection local times

Mathematics Subject Classification ID

Gaussian processes (60G15) Local time and additive functionals (60J55)

Related Items (1)

Local times of self-intersection

Cites Work

• Wiener sausage and self-intersection local times
• Regularized self-intersection local times of planar Brownian motion
• Stochastic processes: Theory and methods
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