A representation for the intersection local time of Brownian motion in space
In this paper the author extends his previous results in Commun. Math. Phys. 88, 327-338 (1983; Zbl 0534.60070). Let \(X(s,t)=W_ t-W_ s\) and \(\mu_ B(A)=\lambda_ 2(X^{-1}(A)\cap B)\), where W denotes three dimensional Brownian motion, \(\lambda_ n\) denotes Lebesgue measure on \(R^ n\) and \(B=[a,b]\times [c,d]\subset R^ 2_+\), \(b<c\). Then by definition, \(\alpha (x,B)=d\mu_ B(x)/d\lambda_ 3\) is called the intersection local time relative to B. The main theorem in the paper is a Tanaka-like representation for \(\alpha\) (x,B), i.e., with probability one, \[ -\alpha (x,B)=G\nu_{[a,b]}(W_ d-x)-G\nu_{[a,b]}(W_ c-x)- \int^{d}_{c}\nabla G\nu_{[a,b]}(W_ t-x)\cdot dW_ t, \] where \(\nu_{[a,b]}(A)=\lambda_ 1(W^{-1}(A)\cap [a,b])\) and \(G\nu\) is the Newtonian potential of \(\nu\). After showing \(G\nu\) is Hölder continuous of any order \(<1\), the procedure of proof is analogous to that in 1- dimension [cf. \textit{N. Ikeda} and \textit{S. Watanabe}, Stochastic differential equations and diffusion processes. (1981; Zbl 0495.60005)]. The case of 2 dimensions is also briefly discussed where the logarithmic potential is not bounded at \(\infty\). These results may be very useful in approaches to quantum field theory and polymer statistics with excluded volume.
- Unrenormalized intersection local time of Brownian motion and its local time representation
- Intersection local times of perturbed Brownian motions and applications
- A local time approach to the self-intersections of Brownian paths in space
- The intersection local time of fractional Brownian motion in the plane
- scientific article; zbMATH DE number 843167
- Local times of self-intersection for multidimensional Brownian motion
- A local time analysis of intersections of Brownian paths in the plane
- The local time of self-intersections of Brownian motions as generalized Brownian functionals
- Intersection local time for two independent fractional Brownian motions
- Intersection local times for infinite systems of Brownian motions and for the Brownian density process
- Multiple path integrals
- 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)
- Tanaka's formula for multiple intersections of planar Brownian motion
- The intersection local time of the Westwater process
- General change of variable formulas for semimartingales in one and finite dimensions
- A renormalization result for the intersection local time of lattice random walks in \(d\geq 3\) dimensions.
- Thermodynamics for the zero-level set of the Brownian bridge
- Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation
- scientific article; zbMATH DE number 4066081 (Why is no real title available?)
- White noise analysis and Tanaka formula for intersections of planar Brownian motion
- scientific article; zbMATH DE number 2247649 (Why is no real title available?)
- Self-intersection local times, occupation fields, and stochastic integrals
This page was built for publication: A representation for the intersection local time of Brownian motion in space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2266532)
