Intersection local times and Tanaka formulas
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Publication:1322933
zbMath0798.60072MaRDI QIDQ1322933
Davar Khoshnevisan, Richard F. Bass
Publication date: 24 October 1994
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1993__29_3_419_0
Brownian motionrenormalizationadditive functionalsTanaka formulaintersection local timesmultiple pointsdouble points
Related Items (13)
Derivative of intersection local time of independent symmetric stable motions ⋮ Stochastic quantization for the fractional Edwards measure ⋮ Intersection local times for interlacements ⋮ Analysis of stochastic quantization for the fractional Edwards measure ⋮ Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\) ⋮ The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes ⋮ Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach ⋮ Self-intersection local time: critical exponent, large deviations, and laws of the iterated logarithm ⋮ Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks ⋮ Large deviations for renormalized self-intersection local times of stable processes ⋮ Large deviations and renormalization for Riesz potentials of stable intersection measures ⋮ An almost sure invariance principle for the range of planar random walks ⋮ Thick points for intersections of planar sample paths
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