A local time analysis of intersections of Brownian paths in the plane
From MaRDI portal
Publication:791988
DOI10.1214/AOP/1176993375zbMath0536.60046OpenAlexW1994869282MaRDI QIDQ791988
Joseph Horowitz, Jay S. Rosen, Donald Geman
Publication date: 1984
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993375
Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65) Sample path properties (60G17)
Related Items (52)
Brownian intersection local times: Upper tail asymptotics and thick points ⋮ Central limit theorem for the intersection of two independent Wiener sausages ⋮ The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet ⋮ Multiple path integrals ⋮ Images of fractional Brownian motion with deterministic drift: Positive Lebesgue measure and non-empty interior ⋮ 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) ⋮ Propriétés d'intersection des marches aléatoires. II: Étude des cas critiques. (Properties of intersection of random walks. II: Study of the critical case) ⋮ Tanaka's formula for multiple intersections of planar Brownian motion ⋮ Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization ⋮ Barlow-Yor inequalities for intersection local times of two planar Brownian motions ⋮ White noise analysis and Tanaka formula for intersections of planar Brownian motion ⋮ Applications des processus de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien. (Applications of Dirichlet processes to local times and local times of intersections of Brownian motions) ⋮ On local times of self-similar random fields ⋮ Large deviations for trapped interacting Brownian particles and paths ⋮ Intersection local times of perturbed Brownian motions and applications ⋮ Intersections of random walks. A direct renormalization approach ⋮ Strong approximations of three-dimensional Wiener sausages ⋮ Attractive polymer models for two- and three-dimensional Brownian motion ⋮ Regularity of intersection local times of fractional Brownian motions ⋮ Kinetic models for semiflexible polymers in a half-plane ⋮ Large deviation principle for the intersection measure of Brownian motions on unbounded domains ⋮ Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes ⋮ Kahane using brownian local times of intersection ⋮ Quasi-everywhere properties of Brownian level sets and multiple points ⋮ Unnamed Item ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ The intersection local time of the Westwater process ⋮ Large Deviations for Brownian Intersection Measures ⋮ Some results on fractional Brownian sheets and their local times ⋮ Intersection local time for two independent fractional Brownian motions ⋮ The Hölder continuity of Westwater process and its applications ⋮ Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks ⋮ On the collision local time of sub-fractional Brownian motions ⋮ Joint continuity of the local times of Markov processes ⋮ Le comportement du mouvement brownien entre les deux instants où il passe par un point double. (The behaviour of Brownian motion between the two times of passing a double point) ⋮ Condition for the intersection occupation measure to be absolutely continuous ⋮ The self-intersections of a Gaussian random field ⋮ THE RENORMALIZATION OF SELF-INTERSECTION LOCAL TIMES I: THE CHAOS EXPANSION ⋮ Joint continuity of the local times of fractional Brownian sheets ⋮ Derivatives of local times for some Gaussian fields ⋮ Smoothness of Gaussian local times beyond the local nondeterminism ⋮ Hölder properties of local times for fractional Brownian motions ⋮ Existence and joint continuity of local time of multi-parameter fractional Lévy processes ⋮ ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS ⋮ Some central limit theorems for Markov paths and some properties of Gaussian random fields ⋮ Local time for stable moving average processes: Hölder conditions ⋮ RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN ⋮ Fractional Brownian sheets run with nonlinear clocks ⋮ Local times of additive Lévy processes. ⋮ Local time of additive Levy process ⋮ Mixed fractional Brownian sheets and their applications ⋮ Random fields associated with multiple points of the Brownian motion
This page was built for publication: A local time analysis of intersections of Brownian paths in the plane
