On the self-intersection local time of Brownian motion -- via chaos expansion

DOI10.5565/PUBLMAT_40296_06zbMath0878.60051MaRDI QIDQ677834

Yaozhong Hu

Publication date: 18 December 1997

Published in: Publicacions Matemàtiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/41272

zbMATH Keywords

Brownian motionlocal timechaos expansionweakly compactregular renormalization schemeself-interaction local time

Mathematics Subject Classification ID

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

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CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS, On the self-intersection local time of subfractional Brownian motion, Local times of self-intersection, Renormalized self-intersection local time for fractional Brownian motion, ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS