A remark on non-smoothness of the self-intersection local time of planar Brownian motion (Q1359764): Difference between revisions
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Revision as of 21:54, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | A remark on non-smoothness of the self-intersection local time of planar Brownian motion |
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A remark on non-smoothness of the self-intersection local time of planar Brownian motion (English)
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14 December 1997
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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.
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self-intersection local time
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Brownian motion
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Itô-Wiener chaos expansion
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