Construction et renormalisation des temps locaux d'intersection de deux mouvements browniens plans

DOI10.1080/17442509408833873MaRDI QIDQ4840918zbMATH OpenOpenAlexFDO

Authors P. Mathieu

Publication date 14 November 1995

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509408833873

zbMATH Keywords

Brownian motionsstochastic integralintersection local timeTanaka-Rosen formula

Mathematics Subject Classification ID

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

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(9)

• Hilbert-valued self-intersection local times for planar Brownian motion
• The intersection local time of fractional Brownian motion in the plane
• Regularized self-intersection local times of planar Brownian motion
• Un principe d'invariance fort pour le temps local d'intersection renormalisé du mouvement brownien plan
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• Barlow-Yor inequalities for intersection local times of two planar Brownian motions
• A local time analysis of intersections of Brownian paths in the plane
• Small deviations for the mutual intersection local time of Brownian motions
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