Hilbert-valued self-intersection local times for planar Brownian motion

DOI10.1080/17442508.2018.1521412MaRDI QIDQ5086420zbMATH OpenOpenAlexFDO

Authors A. A. Dorogovtsev, Olga Izyumtseva

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.00608

zbMATH Keywords

Dynkin renormalizationHilbert-Schmidt brickisonormal processself-intersection local time

Mathematics Subject Classification ID

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

Abstract: In the paper Dynkin construction for self-intersection local time of planar Wiener process is extended on Hilbert-valued weights.

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Cites work

• Geometric entropy in Banach spaces
• Lectures on Gaussian Processes
• Regularized self-intersection local times of planar Brownian motion
• Renormalization constant for the local times of self-intersections of a diffusion process in the plane
• Some bounds and limiting results for the measure of Wiener sausage of small radius associated with elliptic diffusions
• Spatial estimates for stochastic flows in Euclidean space
• Wiener sausage and self-intersection local times

Cited in

(3)

• A remark on non-smoothness of the self-intersection local time of planar Brownian motion
• On geometric entropy in Hilbert spaces
• Clark representation for local times of self-intersection of Gaussian integrators

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