Wiener sausage and self-intersection local times

DOI10.1016/0022-1236(90)90108-WzbMath0697.60081MaRDI QIDQ911166

Jean-François Le Gall

Publication date: 1990

Published in: Journal of Functional Analysis (Search for Journal in Brave)

zbMATH Keywords

Wiener sausageplanar Brownian motionself-intersection local time

Mathematics Subject Classification ID

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

Related Items (19)

Sur une conjecture de M. Kac. (On a conjecture of M. Kac) ⋮ Hilbert-valued self-intersection local times for planar Brownian motion ⋮ Intersection local times for interlacements ⋮ On the volume of the intersection of two independent Wiener sausages ⋮ Self-intersection local times for Gaussian processes in the plane ⋮ Properties of Gaussian local times ⋮ Some properties of the Itô-Wiener expansion of the solution of a stochastic differential equation and local times ⋮ Asymptotics of the heat exchange. ⋮ Local times of self-intersection ⋮ Expected volume of intersection of pinned Wiener sausages and heat kernel norms on compact Riemannian manifolds with boundary ⋮ A formula for the expected volume of the Wiener sausage with constant drift ⋮ Area versus capacity and solidification in the crushed ice model ⋮ Heat content and Hardy inequality for complete Riemannian manifolds ⋮ On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals ⋮ On the volume of intersection of three independent Wiener sausages ⋮ Heat content and inradius for regions with a Brownian boundary ⋮ The spectral shift function for planar obstacle scattering at low energy ⋮ An almost sure invariance principle for the range of planar random walks ⋮ Area versus capacity and independence in the crushed ice model

Cites Work

• Polynomials of the occupation field and related random fields
• Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion)
• Some bounds and limiting results for the measure of Wiener sausage of small radius associated with elliptic diffusions
• Self-intersection gauge for random walks and for Brownian motion
• Regularized self-intersection local times of planar Brownian motion
• Sur une conjecture de M. Kac. (On a conjecture of M. Kac)
• Fluctuation results for the Wiener sausage
• On the Fock space representation of functionals of the occupation field and their renormalization
• Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane
• Electrostatic capacity, heat flow, and brownian motion
• [https://portal.mardi4nfdi.de/wiki/Publication:5564837 Mesure invariante sur les classes r�currentes des processus de Markov]
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