Regularized self-intersection local times of planar Brownian motion (Q1100811)
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English | Regularized self-intersection local times of planar Brownian motion |
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Regularized self-intersection local times of planar Brownian motion (English)
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1988
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This paper is devoted to the construction of functionals associated with the k-multiple self-intersections of a planar Brownian motion. Such functionals are often called renormalized self-intersection local times, and were introduced in the case of double points \((k=2)\) by \textit{S. R. S. Varadhan} [Appendix to K. Symanzik, Euclidean quantum field theory. In R. Jost (ed.), Local quantum theory (1969)]. The general case is significantly more difficult: The author gives various constructions which lead to the same functionals. The moments of these functionals are explicitly computed.
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self-intersections of a planar Brownian motion
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local times
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