A remark on non-smoothness of the self-intersection local time of planar Brownian motion
type: Item
instance of: scholarly article
title: A remark on non-smoothness of the self-intersection local time of planar Brownian motion
zbMATH Open document ID: 0878.60053
DOI: 10.1016/S0167-7152(96)00056-9
author: Yaozhong Hu
author: Xian Yin Zhou
author: S. Albeverio
published in: Statistics \& Probability Letters
publication date: 1997-12-14T00:00:00Z
review text: The authors prove that the normalized self-intersection local time of planar Brownian motion is not differentiable in the sense of Meyer-Watanabe by using the Itô-Wiener chaos expansion.
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 1031780
zbMATH Keywords: self-intersection local time
zbMATH Keywords: Brownian motion
zbMATH Keywords: Itô-Wiener chaos expansion
reviewed by: Sophia L. Kalpazidou
MaRDI profile type: Publication
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full work available at URL: s0167-7152(96)00056-9
OpenAlex ID: W2004524853
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description: scientific article; zbMATH DE number 1031780