Construction et renormalisation des temps locaux d'intersection de deux mouvements browniens plans (Q4840918)
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scientific article; zbMATH DE number 781042
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| English | Construction et renormalisation des temps locaux d'intersection de deux mouvements browniens plans |
scientific article; zbMATH DE number 781042 |
Statements
Construction et renormalisation des temps locaux d'intersection de deux mouvements browniens plans (English)
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14 November 1995
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Brownian motions
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intersection local time
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Tanaka-Rosen formula
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stochastic integral
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0.8494153022766113
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0.8373493552207947
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0.8369582295417786
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0.8369308710098267
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