On the singularities of the intersection local times of planar Brownian motion
type: Item
instance of: scholarly article
title: On the singularities of the intersection local times of planar Brownian motion
zbMATH Open document ID: 0798.60071
author: Wendelin Werner
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1994-10-24T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77463
review text: The singularities of intersection local times for multiple points of two- dimensional Brownian motion are considered. Using Dynkin's approach to renormalization, the author obtains an asymptotic expansion for the behavior of the \(p\)-multiple self-intersection local time of a planar Brownian motion at a point \(y \in (\mathbb{R}^ 2)^{p-1}\), when one or several coordinates of \(y\) go to 0. Also another renormalization of intersection local times, by using methods of stochastic calculus, is considered.
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 566219
zbMATH Keywords: singularities of intersection local times
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: Brownian motion
zbMATH Keywords: renormalization of intersection local times
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 566219