The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos

DOI10.1007/978-3-642-27461-9_6zbMath1248.60093MaRDI QIDQ2906158

Greg Markowsky

Publication date: 29 August 2012

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-27461-9_6

zbMATH Keywords

existence theorem; Wiener chaos; derivative of the intersection local time of Brownian motion

Mathematics Subject Classification ID

60J65: Brownian motion

60J55: Local time and additive functionals

Related Items

Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion, Derivative for the intersection local time of two independent fractional Brownian motions, On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion, Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion, Approximation of fractional local times: zero energy and derivatives

Cites Work

• Central limit theorem for the third moment in space of the Brownian local time increments
• The intrinsic local time sheet of Brownian motion
• Local time and stochastic area integrals
• \(p\)-variation of an integral functional driven by fractional Brownian motion
• Renormalization and convergence in law for the derivative of intersection local time in \(\mathbf R^2\)
• Séminaire de probabilités XXI. (Université de Strasbourg, Institut de Mathématiques)
• Renormalized self-intersection local time for fractional Brownian motion
• Chaos expansions and local times
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