Renormalization constant for the local times of self-intersections of a diffusion process in the plane

DOI10.1007/s11253-009-0166-4zbMath1199.60290MaRDI QIDQ5325315

O. L. Izyumtseva

Publication date: 8 August 2009

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: http://dspace.nbuv.gov.ua/handle/123456789/164780

zbMATH Keywords

diffusion process; asymptotic behaviour; local time

Mathematics Subject Classification ID

60J60: Diffusion processes

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Hilbert-valued self-intersection local times for planar Brownian motion, Local times of self-intersection