Wiener path intersections and local time

DOI10.1016/0022-1236(78)90061-7zbMATH Open0403.60069OpenAlexW2090075943MaRDI QIDQ1256263FDOQ1256263

Robert L. Wolpert

Publication date: 1978

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(78)90061-7

zbMATH Keywords

Hausdorff DimensionWiener ProcessesMultiparameter Stochastic Process

Mathematics Subject Classification ID

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

Cites Work

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• On the Hausdorff dimension of the intersection of the range of a stable process with a Borel set
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
• The \(P(\phi )_{2}\) Euclidean (quantum) field theory.
• Some Theorems Concerning Brownian Motion
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• Multiple points for the sample paths of the symmetric stable process
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• Local time and a particle picture for Euclidean field theory
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Cited In (26)

• Intersection local time for two independent fractional Brownian motions
• The measure theory of random fractals
• RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN
• Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach
• Intersections of random walks. A direct renormalization approach
• Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection)
• THE RENORMALIZATION OF SELF-INTERSECTION LOCAL TIMES I: THE CHAOS EXPANSION
• MULTIPLE INTERSECTION LOCAL TIMES IN TERMS OF WHITE NOISE
• A local time approach to the self-intersections of Brownian paths in space
• Mixed fractional Brownian sheets and their applications
• Random fields associated with multiple points of the Brownian motion
• Multiple path integrals
• On Edwards' model for long polymer chains
• Additive functionals of several time-reversible Markov processes
• Multiplicative chaos of the Brownian loop soup
• On the collision local time of sub-fractional Brownian motions
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
• Regularity of intersection local times of fractional Brownian motions
• Markov processes and random fields
• Local time and a particle picture for Euclidean field theory
• Analysis of stochastic quantization for the fractional Edwards measure
• Some central limit theorems for Markov paths and some properties of Gaussian random fields
• Fractional Brownian sheets run with nonlinear clocks
• ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
• Stochastic quantization for the fractional Edwards measure
• Multiple images of stochastic processes

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