Self-intersection local time of planar Brownian motion based on a strong approximation by random walks

DOI10.1007/s10959-011-0351-xzbMath1259.60089arXiv1008.1006MaRDI QIDQ1930530

Tamas Szabados

Publication date: 11 January 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.1006

zbMATH Keywords

random walks; strong approximation; self-intersection local time; Ito's formula; Tanaka-Rosen-Yor formula

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

60J55: Local time and additive functionals

Cites Work

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