Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane

DOI10.1214/aop/1176990538zbMath0719.60084OpenAlexW2059831694MaRDI QIDQ2640236

Marc Yor, Jay S. Rosen

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1214/aop/1176990538

zbMATH Keywords

Brownian motionintersection local timeTanaka formulastochastic integral representation

Mathematics Subject Classification ID

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

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