A remark on non-smoothness of the self-intersection local time of planar Brownian motion (Q1359764)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on non-smoothness of the self-intersection local time of planar Brownian motion |
scientific article |
Statements
A remark on non-smoothness of the self-intersection local time of planar Brownian motion (English)
0 references
14 December 1997
0 references
The authors prove that the normalized self-intersection local time of planar Brownian motion is not differentiable in the sense of Meyer-Watanabe by using the Itô-Wiener chaos expansion.
0 references
self-intersection local time
0 references
Brownian motion
0 references
Itô-Wiener chaos expansion
0 references
