Tanaka's formula and renormalization for intersections of planar Brownian motion

DOI10.1214/AOP/1176992365zbMATH Open0617.60079OpenAlexW2057571876MaRDI QIDQ1822142FDOQ1822142

Authors: Jay Rosen 

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992365

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zbMATH Keywords

local timequantum field theoryIto's formulaBrownian self-intersectionsVaradhan's renormalization

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Probabilistic potential theory (60J45) Quantum field theory; related classical field theories (81T99)

Cited In (22)

• Construction of an Edwards' probability measure on \(\mathcal C(\mathbb R_+, \mathbb R)\)
• Applications des processus de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien. (Applications of Dirichlet processes to local times and local times of intersections of Brownian motions)
• Self-Repelling processes associated with Brownian motions
• Chaos decomposition and gap renormalization of Brownian self-intersection local times
• Green's formula, planar Brownian bridge, and Lévy's area
• Self-intersection local time of planar Brownian motion based on a strong approximation by random walks
• The intersection local time of fractional Brownian motion in the plane
• THE RENORMALIZATION OF SELF-INTERSECTION LOCAL TIMES I: THE CHAOS EXPANSION
• Self-intersection local times, occupation fields, and stochastic integrals
• Intersection local times of perturbed Brownian motions and applications
• Title not available (Why is that?)
• The square of self intersection local time of Brownian motion
• Self-intersection local time: critical exponent, large deviations, and laws of the iterated logarithm
• Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion
• Reflected planar Brownian motions, intertwining relations and crossing probabilities
• Title not available (Why is that?)
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
• White noise analysis and Tanaka formula for intersections of planar Brownian motion
• Strong approximations of three-dimensional Wiener sausages
• Tanaka's formula for multiple intersections of planar Brownian motion
• Identification of Fc and F(ab')2 IgG receptors on human platelets.
• Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane

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