Local times of self-intersection for multidimensional Brownian motion

DOI10.1017/S0027763000005183MaRDI QIDQ4844806zbMATH OpenOpenAlexFDO

Authors Shengwu He, Wenqiang Yang, Rongqin Yao, Jia-gang Wang

Publication date 31 October 1995

Published in Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0027763000005183

zbMATH Keywords

generalized Wiener functionalslocal times of self-intersectionmultidimensional Brownian motion

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Local time and additive functionals (60J55) Brownian motion (60J65)

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Cites work

• A characterization of Hida distributions
• Multiple Wiener integral
• The local time of self-intersections of Brownian motions as generalized Brownian functionals

Cited in

(32)

• The local time of self-intersections of Brownian motions as generalized Brownian functionals
• Local times and related properties of multidimensional iterated Brownian motion
• Intersection local times of independent Brownian motions as generalized white noise functionals
• Intersection local times as generalized white noise functionals
• A remark on non-smoothness of the self-intersection local time of planar Brownian motion
• Renormalized self-intersection local time for fractional Brownian motion
• Unrenormalized intersection local time of Brownian motion and its local time representation
• On the self-intersection local time of subfractional Brownian motion
• Renormalized self-intersection local time of bifractional Brownian motion
• Analysis of stochastic quantization for the fractional Edwards measure
• A representation for the intersection local time of Brownian motion in space
• Stochastic quantization for the fractional Edwards measure
• The multifractal spectrum of Brownian intersection local times
• Another view on the local time of self-intersections for a function of the Wiener process
• The renormalization of self intersection local times of Brownian motion.
• Self-intersection local times for multifractional Brownian motion in higher dimensions: a white noise approach
• Martingale approximation for self-intersection local time of Brownian motion
• The renormalization of self intersection local times of fractional Brownian motion
• The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes
• scientific article; zbMATH DE number 843167 (Why is no real title available?)
• On the local time of self-intersection for a Wiener process generated by a singular measure
• scientific article; zbMATH DE number 2247649 (Why is no real title available?)
• Self-intersection local times, occupation fields, and stochastic integrals
• Local time of self-affine sets of Brownian motion type -- revisited
• Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields
• Local Times in White Noise Analysis
• Refinements of asymptotics at zero of Brownian self-intersection local times
• On the self-intersection local time of Brownian motion -- via chaos expansion
• Stochastic quantization of the three-dimensional polymer measure via Dirichlet form method
• A local time approach to the self-intersections of Brownian paths in space
• A local time analysis of intersections of Brownian paths in the plane
• Integral representation of renormalized self-intersection local times

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