Tanaka's formula for multiple intersections of planar Brownian motion

DOI10.1016/0304-4149(86)90020-7zbMath0612.60070OpenAlexW1976411327MaRDI QIDQ1088302

Jay S. Rosen

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90020-7

zbMATH Keywords

planar Brownian motionjoint continuity of the local timeslocal time of n-fold intersections

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items

Capacitary moduli for Lévy processes and intersections. ⋮ White noise analysis and Tanaka formula for intersections of planar Brownian motion ⋮ Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\) ⋮ Derivative of multiple self-intersection local time for fractional Brownian motion

Cites Work

• A local time analysis of intersections of Brownian paths in the plane
• Self-intersections of random fields
• Random fields associated with multiple points of the Brownian motion
• Occupation densities
• Tanaka's formula and renormalization for intersections of planar Brownian motion
• A representation for the intersection local time of Brownian motion in space
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