Self-intersection local times, occupation fields, and stochastic integrals (Q579764): Difference between revisions
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Property / review text | |||
Dans cet article, l'A. poursuit l'étude systématique des temps locaux d'intersection du mouvement brownien plan \((X_ t)\), commencée dans plusieurs articles antérieurs. Pour certains temps locaux que l'on peut désigner symboliquement sous la forme \[ \int_{D}ds dt\int \lambda (dz)\delta_ z(X_ s)\delta_ z(X_ t)\quad (s\leq t) \] où \(\lambda\) est une mesure sur le plan possédant une régularité convenable, on donne une expression explicite, dans laquelle figurent des intégrales par rapport à la fonctionnelle additive \((A_ t)\) associée à \(\lambda\), et aussi des intégrales itérées du type \(\int H_{st} dA_ s dX_ t\), où le processus \((H_{st})\) est calculé de manière précise. | |||
Property / review text: Dans cet article, l'A. poursuit l'étude systématique des temps locaux d'intersection du mouvement brownien plan \((X_ t)\), commencée dans plusieurs articles antérieurs. Pour certains temps locaux que l'on peut désigner symboliquement sous la forme \[ \int_{D}ds dt\int \lambda (dz)\delta_ z(X_ s)\delta_ z(X_ t)\quad (s\leq t) \] où \(\lambda\) est une mesure sur le plan possédant une régularité convenable, on donne une expression explicite, dans laquelle figurent des intégrales par rapport à la fonctionnelle additive \((A_ t)\) associée à \(\lambda\), et aussi des intégrales itérées du type \(\int H_{st} dA_ s dX_ t\), où le processus \((H_{st})\) est calculé de manière précise. / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G60 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 4015869 / rank | |||
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Property / zbMATH Keywords | |||
renormalization | |||
Property / zbMATH Keywords: renormalization / rank | |||
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Property / zbMATH Keywords | |||
planar Brownian motion | |||
Property / zbMATH Keywords: planar Brownian motion / rank | |||
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self-intersection | |||
Property / zbMATH Keywords: self-intersection / rank | |||
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Property / zbMATH Keywords | |||
occupation field | |||
Property / zbMATH Keywords: occupation field / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Paul-André Meyer / rank | |||
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Property / Wikidata QID | |||
Property / Wikidata QID: Q116773305 / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0001-8708(87)90024-7 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2078357726 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 12:12, 18 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Self-intersection local times, occupation fields, and stochastic integrals |
scientific article |
Statements
Self-intersection local times, occupation fields, and stochastic integrals (English)
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1987
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Dans cet article, l'A. poursuit l'étude systématique des temps locaux d'intersection du mouvement brownien plan \((X_ t)\), commencée dans plusieurs articles antérieurs. Pour certains temps locaux que l'on peut désigner symboliquement sous la forme \[ \int_{D}ds dt\int \lambda (dz)\delta_ z(X_ s)\delta_ z(X_ t)\quad (s\leq t) \] où \(\lambda\) est une mesure sur le plan possédant une régularité convenable, on donne une expression explicite, dans laquelle figurent des intégrales par rapport à la fonctionnelle additive \((A_ t)\) associée à \(\lambda\), et aussi des intégrales itérées du type \(\int H_{st} dA_ s dX_ t\), où le processus \((H_{st})\) est calculé de manière précise.
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renormalization
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planar Brownian motion
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self-intersection
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occupation field
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