A representation for the intersection local time of Brownian motion in space

DOI10.1214/AOP/1176993072zbMATH Open0561.60086OpenAlexW2016659221MaRDI QIDQ2266532FDOQ2266532

Authors: Jay Rosen 

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1214/aop/1176993072

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zbMATH Keywords

quantum field theorylogarithmic potentialintersection local timepolymer statistics

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Cited In (12)

• A renormalization result for the intersection local time of lattice random walks in \(d\geq 3\) dimensions.
• Title not available (Why is that?)
• Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection)
• Self-intersection local times, occupation fields, and stochastic integrals
• Multiple path integrals
• General change of variable formulas for semimartingales in one and finite dimensions
• Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation
• White noise analysis and Tanaka formula for intersections of planar Brownian motion
• The intersection local time of the Westwater process
• Tanaka's formula for multiple intersections of planar Brownian motion
• Thermodynamics for the zero-level set of the Brownian bridge
• Title not available (Why is that?)

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