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

DOI10.1214/AOP/1176993072MaRDI QIDQ2266532zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(12)

• A renormalization result for the intersection local time of lattice random walks in \(d\geq 3\) dimensions.
• scientific article; zbMATH DE number 4066081 (Why is no real title available?)
• 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
• White noise analysis and Tanaka formula for intersections of planar Brownian motion
• Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation
• 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
• scientific article; zbMATH DE number 2247649 (Why is no real title available?)

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