Small scale limit theorems for the intersection local times of Brownian motion

MaRDI QIDQ1293639zbMATH OpenFDO

Authors Peter Mörters, Narn-Rueih Shieh

Publication date 8 July 1999

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/120309

zbMATH Keywords

Brownian motionintersection local time

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17)

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• Small deviations for the mutual intersection local time of Brownian motions
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