Small scale limit theorems for the intersection local times of Brownian motion (Q1293639): Difference between revisions

It is proved that for local time measure on the intersection of two independent Brownian paths in \(R^3[0,1]\) the average density of order 2 a.s. exists with gauge functions \(\varphi(z)=z\). In \(R^2[0,1]\) for intersection local time of \(P\) independent Brownian paths the average density of order 2 fails to exist for any gauge function, but the average density of order 3 a.s. exists with gauge function \(z^2(\log{1\over z})^p\). Some comments and generalizations are presented.