Regularized self-intersection local times of planar Brownian motion
type: Item
instance of: scholarly article
title: Regularized self-intersection local times of planar Brownian motion
zbMATH Open document ID: 0641.60085
author: E. B. Dynkin
published in: The Annals of Probability
publication date: 1988-01-01T00:00:00Z
review text: This paper is devoted to the construction of functionals associated with the k-multiple self-intersections of a planar Brownian motion. Such functionals are often called renormalized self-intersection local times, and were introduced in the case of double points \((k=2)\) by \textit{S. R. S. Varadhan} [Appendix to K. Symanzik, Euclidean quantum field theory. In R. Jost (ed.), Local quantum theory (1969)]. The general case is significantly more difficult: The author gives various constructions which lead to the same functionals. The moments of these functionals are explicitly computed.
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 4044902
zbMATH Keywords: self-intersections of a planar Brownian motion
zbMATH Keywords: local times
reviewed by: J.-F. Le Gall
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176991885
OpenAlex ID: W2059016498
DOI: 10.1214/AOP/1176991885
description: scientific article; zbMATH DE number 4044902