On the singularities of the intersection local times of planar Brownian motion (Q1322932)
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scientific article; zbMATH DE number 566219
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| English | On the singularities of the intersection local times of planar Brownian motion |
scientific article; zbMATH DE number 566219 |
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On the singularities of the intersection local times of planar Brownian motion (English)
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24 October 1994
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The singularities of intersection local times for multiple points of two- dimensional Brownian motion are considered. Using Dynkin's approach to renormalization, the author obtains an asymptotic expansion for the behavior of the \(p\)-multiple self-intersection local time of a planar Brownian motion at a point \(y \in (\mathbb{R}^ 2)^{p-1}\), when one or several coordinates of \(y\) go to 0. Also another renormalization of intersection local times, by using methods of stochastic calculus, is considered.
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singularities of intersection local times
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asymptotic expansion
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Brownian motion
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renormalization of intersection local times
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0.8536834716796875
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0.8476990461349487
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0.8459581732749939
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0.8312098979949951
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