Unrenormalized intersection local time of Brownian motion and its local time representation
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Publication:1890380
DOI10.1215/kjm/1250281729zbMath1061.60087MaRDI QIDQ1890380
Publication date: 3 January 2005
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250281729
Sobolev space; Malliavin calculus; Brownian local time; intersection local time; Wiener chaos; Wiener functionals
60J65: Brownian motion
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
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