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

DOI10.1016/0001-8708(87)90024-7zbMath0625.60089OpenAlexW2078357726WikidataQ116773305 ScholiaQ116773305MaRDI QIDQ579764

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)

Related Items

Harmonic analysis of additive Lévy processes ⋮ 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) ⋮ Unnamed Item

Cites Work

• A local time approach to the self-intersections of Brownian paths in space
• Polynomials of the occupation field and related random fields
• Random fields associated with multiple points of the Brownian motion
• Multiple path integrals
• Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion)
• On Edwards' model for long polymer chains
• Additive functionals of several time-reversible Markov processes
• Tanaka's formula and renormalization for intersections of planar Brownian motion
• A representation for the intersection local time of Brownian motion in space
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