Intersection local times of perturbed Brownian motions and applications (Q2640235)

The purpose of this paper is to study intersection local times for \(d\)-dimensional continuous semimartingales whose martingale part is a Brownian motion. In the first part of the paper, Fourier techniques are used to derive the existence and regularity of intersection local times, in dimensions \(d\leq 3\). An application is given to the Hausdorff dimension of the sample path. The second part of the paper deals with the case \(d=2\). The author obtains a Tanaka-like formula for the self-intersection local time, which extends previous results due to Rosen and Yor. This Tanaka formula is applied to an analogue of the Varadhan renormalization for double self-intersections of the planar Brownian motion.