Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\)

DOI10.1214/09-AIHP338zbMath1210.60084arXiv0910.2919MaRDI QIDQ629786

Jay S. Rosen

Publication date: 10 March 2011

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.2919

zbMATH Keywords

Brownian motionintersection local timecontinuous differentiability

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (2)

Derivative of multiple self-intersection local time for fractional Brownian motion ⋮ A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time

Cites Work

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• Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection)
• Tanaka's formula for multiple intersections of planar Brownian motion
• Self-intersection gauge for random walks and for Brownian motion
• Fluctuation results for the Wiener sausage
• Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
• Intersection local times and Tanaka formulas
• Joint continuity of renormalized intersection local times
• A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time
• Dirichlet processes and an intrinsic characterization of renormalized intersection local times

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