Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion

DOI10.1007/978-3-540-71189-6_4zbMATH Open1130.60062OpenAlexW140653100MaRDI QIDQ5423747FDOQ5423747

Authors: Joseph Najnudel 

Publication date: 31 October 2007

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

Full work available at URL: https://doi.org/10.1007/978-3-540-71189-6_4

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zbMATH Keywords

Brownian motionlocal timestochastic integrationself-intersection local time

Mathematics Subject Classification ID

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

Cited In (3)

• Integration with respect to local time
• Self-intersection local times, occupation fields, and stochastic integrals
• Integral representation of renormalized self-intersection local times

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