A representation for the intersection local time of Brownian motion in space

DOI10.1214/AOP/1176993072zbMath0561.60086OpenAlexW2016659221MaRDI QIDQ2266532

Jay S. Rosen

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993072

zbMATH Keywords

quantum field theoryintersection local timelogarithmic potentialpolymer statistics

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items (10)

General change of variable formulas for semimartingales in one and finite dimensions ⋮ 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) ⋮ Tanaka's formula for multiple intersections of planar Brownian motion ⋮ White noise analysis and Tanaka formula for intersections of planar Brownian motion ⋮ Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation ⋮ The intersection local time of the Westwater process ⋮ Self-intersection local times, occupation fields, and stochastic integrals ⋮ Thermodynamics for the zero-level set of the Brownian bridge ⋮ A renormalization result for the intersection local time of lattice random walks in \(d\geq 3\) dimensions.

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