Wiener path intersections and local time

DOI10.1016/0022-1236(78)90061-7zbMath0403.60069OpenAlexW2090075943MaRDI QIDQ1256263

Robert L. Wolpert

Publication date: 1978

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(78)90061-7

zbMATH Keywords

Hausdorff DimensionWiener ProcessesMultiparameter Stochastic Process

Mathematics Subject Classification ID

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

Related Items (26)

Multiple path integrals ⋮ 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) ⋮ Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization ⋮ Intersections of random walks. A direct renormalization approach ⋮ Stochastic quantization for the fractional Edwards measure ⋮ The measure theory of random fractals ⋮ Regularity of intersection local times of fractional Brownian motions ⋮ On Edwards' model for long polymer chains ⋮ Multiplicative chaos of the Brownian loop soup ⋮ Analysis of stochastic quantization for the fractional Edwards measure ⋮ Local time and a particle picture for Euclidean field theory ⋮ Additive functionals of several time-reversible Markov processes ⋮ Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach ⋮ Intersection local time for two independent fractional Brownian motions ⋮ Multiple images of stochastic processes ⋮ On the collision local time of sub-fractional Brownian motions ⋮ THE RENORMALIZATION OF SELF-INTERSECTION LOCAL TIMES I: THE CHAOS EXPANSION ⋮ MULTIPLE INTERSECTION LOCAL TIMES IN TERMS OF WHITE NOISE ⋮ ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS ⋮ Some central limit theorems for Markov paths and some properties of Gaussian random fields ⋮ RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN ⋮ Markov processes and random fields ⋮ Fractional Brownian sheets run with nonlinear clocks ⋮ A local time approach to the self-intersections of Brownian paths in space ⋮ Mixed fractional Brownian sheets and their applications ⋮ Random fields associated with multiple points of the Brownian motion

Cites Work

• Local time and a particle picture for Euclidean field theory
• Some Theorems Concerning Brownian Motion
• Multiple points for the sample paths of the symmetric stable process
• On the Hausdorff dimension of the intersection of the range of a stable process with a Borel set
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
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