Self-intersection local time of planar Brownian motion based on a strong approximation by random walks (Q1930530)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Self-intersection local time of planar Brownian motion based on a strong approximation by random walks
scientific article

    Statements

    Self-intersection local time of planar Brownian motion based on a strong approximation by random walks (English)
    0 references
    11 January 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    self-intersection local time
    0 references
    strong approximation
    0 references
    random walks
    0 references
    Ito's formula
    0 references
    Tanaka-Rosen-Yor formula
    0 references
    0 references
    0 references
    0 references