Self-intersection local times, occupation fields, and stochastic integrals

DOI10.1016/0001-8708(87)90024-7MaRDI QIDQ579764zbMATH OpenOpenAlexWikidataFDO

Authors E. B. Dynkin

Publication date 1987

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0001-8708(87)90024-7

zbMATH Keywords

renormalizationself-intersectionplanar Brownian motionoccupation field

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Local time and additive functionals (60J55)

Recommendations

• Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion
• Local times of self-intersection for multidimensional Brownian motion
• Applications des processus de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien. (Applications of Dirichlet processes to local times and local times of intersections of Brownian motions)
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Cites work

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• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• A local time approach to the self-intersections of Brownian paths in space
• A representation for the intersection local time of Brownian motion in space
• Additive functionals of several time-reversible Markov processes
• Multiple path integrals
• On Edwards' model for long polymer chains
• Polynomials of the occupation field and related random fields
• Probability theory
• Random fields associated with multiple points of the Brownian motion
• Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion)
• Tanaka's formula and renormalization for intersections of planar Brownian motion

Cited in

(8)

• Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)
• Harmonic analysis of additive Lévy processes
• Local times of self-intersection
• Integral representation of renormalized self-intersection local times
• Kusuoka-Stroock formula on configuration space and regularities of local times with jumps
• Quantum fields and point interactions
• Applications des processus de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien. (Applications of Dirichlet processes to local times and local times of intersections of Brownian motions)
• scientific article; zbMATH DE number 3988405 (Why is no real title available?)

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