scientific article; zbMATH DE number 843167

MaRDI QIDQ4862576zbMATH OpenFDO

Authors Hisao Watanabe

Publication date 26 March 1996

zbMATH Keywords

Brownian functionalsBrownian motionslocal time of self-intersection

Mathematics Subject Classification ID

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

Recommendations

• Local times of self-intersection for multidimensional Brownian motion
• The square of self intersection local time of Brownian motion
• The local time of self-intersections of Brownian motions as generalized Brownian functionals
• A local time approach to the self-intersections of Brownian paths in space
• Martingale approximation for self-intersection local time of Brownian motion
• On the self-intersection local time of subfractional Brownian motion
• Renormalized self-intersection local time of bifractional Brownian motion
• Self-intersection local times and collision local times of bifractional Brownian motions
• Renormalized self-intersection local time for fractional Brownian motion
• On the self-intersection local time of Brownian motion -- via chaos expansion

Cited in

(7)

• Self-intersection gauge for random walks and for Brownian motion
• The local time of self-intersections of Brownian motions as generalized Brownian functionals
• Intersection local times of independent Brownian motions as generalized white noise functionals
• Self-diffusion for Brownian motions with local interaction
• Local times of self-intersection
• A representation for the intersection local time of Brownian motion in space
• On the self-intersection local time of Brownian motion -- via chaos expansion

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