Small scale limit theorems for the intersection local times of Brownian motion (Q1293639)
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scientific article; zbMATH DE number 1309965
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| English | Small scale limit theorems for the intersection local times of Brownian motion |
scientific article; zbMATH DE number 1309965 |
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Small scale limit theorems for the intersection local times of Brownian motion (English)
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8 July 1999
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It is proved that for local time measure on the intersection of two independent Brownian paths in \(R^3[0,1]\) the average density of order 2 a.s. exists with gauge functions \(\varphi(z)=z\). In \(R^2[0,1]\) for intersection local time of \(P\) independent Brownian paths the average density of order 2 fails to exist for any gauge function, but the average density of order 3 a.s. exists with gauge function \(z^2(\log{1\over z})^p\). Some comments and generalizations are presented.
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intersection local time
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Brownian motion
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0.8199821710586548
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