Small scale limit theorems for the intersection local times of Brownian motion (Q1293639)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Small scale limit theorems for the intersection local times of Brownian motion |
scientific article |
Statements
Small scale limit theorems for the intersection local times of Brownian motion (English)
0 references
8 July 1999
0 references
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.
0 references
intersection local time
0 references
Brownian motion
0 references