On the self-intersection local time of Brownian motion -- via chaos expansion (Q677834)

Let \(B_t\), \(t\geq 0\), be the \(d\)-dimensional standard Brownian motion. An explicit chaos expansion is obtained by the functional \({\mathcal E}_\varepsilon(T):= \int^T_0 \int^t_0 p_\varepsilon(B_t- B_s)ds dt\), considered as the approximation of the self-intersection local time of \(B\) (\(p_t(x)\) is the heat kernel). It is proved that for \(d= 3\), \(\Phi_\varepsilon(T):=[\log 1/\varepsilon]^{-1/2}({\mathcal E}_\varepsilon(T)- E{\mathcal E}_\varepsilon(T))\) is weakly compact in the Meyer-Watanabe test functional space \(D_{\theta,2}\) as \(\varepsilon\to 0\), when \(\theta<1/2\), and \(\Phi_\varepsilon(T)\) is unbounded in \(D_{\theta,2}\) as \(\varepsilon\to 0\), when \(\theta\geq1/2\). For \(d\geq 4\), \(\psi_\varepsilon(T):= \varepsilon^{(d-3)/4}\{{\mathcal E}_\varepsilon(T)- E{\mathcal E}_\varepsilon(T)\}\) is weakly compact in \(D_{\theta,2}\) as \(\varepsilon\to 0\), when \(\theta<(4-d)/2\), and \(\psi_\varepsilon(T)\) is unbounded in \(D_{\theta,2}\) as \(\varepsilon\to 0\), when \(\theta\geq (4-d)/2\). When \(d\geq 4\), it is proposed a regular renormalization scheme for the self-interaction local time of \(B\).