Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization

DOI10.1016/0304-4149(94)00041-QzbMath0822.60048OpenAlexW2087893767MaRDI QIDQ1890720

Josep Vives, Peter Imkeller, Victor Perez-Abreu

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00041-q

zbMATH Keywords

Brownian motionMalliavin calculusrenormalizationintersection local timeOrnstein-Uhlenbeck operatormultiple Wiener- Itô integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Local time and additive functionals (60J55)

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