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

DOI10.1007/978-3-540-71189-6_4MaRDI QIDQ5423747zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(3)

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

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