Brownian intersection local times: Exponential moments and law of large masses

DOI10.1090/S0002-9947-05-03744-XzbMath1083.60068arXivmath/0308150OpenAlexW2039198495MaRDI QIDQ5713173

Peter Mörters, Wolfgang König

Publication date: 12 December 2005

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0308150

zbMATH Keywords

Feynman-Kac formulaexponential momentintersection of Brownian paths

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Local time and additive functionals (60J55)

Related Items (2)

Large Deviations for Brownian Intersection Measures ⋮ A two cities theorem for the parabolic Anderson model

Cites Work

• A spectral criterion for the finiteness or infiniteness of stopped Feynman-Kac functionals of diffusion processes
• Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion)
• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
• Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks
• Brownian intersection local times: Upper tail asymptotics and thick points
• Space-Time Approach to Non-Relativistic Quantum Mechanics
• On Distributions of Certain Wiener Functionals
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