Barlow-Yor inequalities for intersection local times of two planar Brownian motions (Q1892260)
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scientific article; zbMATH DE number 762231
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| English | Barlow-Yor inequalities for intersection local times of two planar Brownian motions |
scientific article; zbMATH DE number 762231 |
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Barlow-Yor inequalities for intersection local times of two planar Brownian motions (English)
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5 July 1995
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This paper studies some properties of intersection local times of two (possibly) correlated planar Brownian motions. These processes (the intersection local time and its renormalization) for two correlated Brownian motions have been constructed in an earlier paper by the author [Stochastics 46, 117-140 (1994)]. The author derives here uniform \(L^ p\) majorations for the variation in space of the intersection local time and/or its renormalization; this yields in particular sufficient conditions on the correlation between two Brownian motions for their intersection local times to be continuous.
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intersection local time
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planar Brownian motion
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0.9130014
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0.9014174
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0.8989501
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0.8899643
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