Integral representation of renormalized self-intersection local times

DOI10.1016/j.jfa.2008.06.016zbMath1166.60047arXiv0806.3706OpenAlexW1986334105MaRDI QIDQ999853

Jian Song, David Nualart, Yaozhong Hu

Publication date: 10 February 2009

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

Full work available at URL: https://arxiv.org/abs/0806.3706

zbMATH Keywords

Malliavin calculusClark-Ocone formulaFractional Brownian motionmethod of momentsexponential integrabilityself-intersection local timelocal nondeterminism

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)

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Stochastic quantization for the fractional Edwards measure ⋮ Analysis of stochastic quantization for the fractional Edwards measure ⋮ Central limit theorem for an additive functional of the fractional Brownian motion ⋮ On a class of stochastic partial differential equations ⋮ Self-avoiding fractional Brownian motion -- the Edwards model ⋮ The Edwards-Wilkinson limit of the random heat equation in dimensions three and higher ⋮ The Schrödinger equation with spatial white noise: the average wave function ⋮ Higher-order derivative of intersection local time for two independent fractional Brownian motions ⋮ Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion ⋮ On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials

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