Local times of self-intersection for multidimensional Brownian motion

DOI10.1017/S0027763000005183zbMath0824.60087OpenAlexW1521921379MaRDI QIDQ4844806

Jia-gang Wang, Rongqin Yao, Shengwu He, Wenqiang Yang

Publication date: 31 October 1995

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

Full work available at URL: https://doi.org/10.1017/s0027763000005183

zbMATH Keywords

generalized Wiener functionalsmultidimensional Brownian motionlocal times of self-intersection

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Local time and additive functionals (60J55)

Related Items

A remark on non-smoothness of the self-intersection local time of planar Brownian motion ⋮ Stochastic quantization for the fractional Edwards measure ⋮ Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields ⋮ On the self-intersection local time of subfractional Brownian motion ⋮ Analysis of stochastic quantization for the fractional Edwards measure ⋮ Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach ⋮ Renormalized self-intersection local time for fractional Brownian motion ⋮ Integral representation of renormalized self-intersection local times ⋮ Renormalized self-intersection local time of bifractional Brownian motion

Cites Work

• A characterization of Hida distributions
• The local time of self-intersections of Brownian motions as generalized Brownian functionals
• Multiple Wiener integral