Self-intersection local times, occupation fields, and stochastic integrals
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DOI10.1016/0001-8708(87)90024-7zbMATH Open0625.60089OpenAlexW2078357726WikidataQ116773305 ScholiaQ116773305MaRDI QIDQ579764FDOQ579764
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
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)
- scientific article; zbMATH DE number 751030
- scientific article; zbMATH DE number 3988405
Cites Work
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- Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion)
- Polynomials of the occupation field and related random fields
- Probability theory
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- Random fields associated with multiple points of the Brownian motion
- Multiple path integrals
- 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
- A local time approach to the self-intersections of Brownian paths in space
Cited In (8)
- 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)
- Local times of self-intersection
- Quantum fields and point interactions
- Title not available (Why is that?)
- Harmonic analysis of additive Lévy processes
- Kusuoka-Stroock formula on configuration space and regularities of local times with jumps
- Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\)
- Integral representation of renormalized self-intersection local times
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