Construction et renormalisation des temps locaux d'intersection de deux mouvements browniens plans

DOI10.1080/17442509408833873zbMath0826.60071OpenAlexW4252539500MaRDI QIDQ4840918

Pierre Mathieu

Publication date: 14 November 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833873

zbMATH Keywords

intersection local timestochastic integralBrownian motionsTanaka-Rosen formula

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (1)

Barlow-Yor inequalities for intersection local times of two planar Brownian motions

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