Wiener path intersections and local time

DOI10.1016/0022-1236(78)90061-7MaRDI QIDQ1256263zbMATH OpenOpenAlexFDO

Authors Robert L. Wolpert

Publication date 1978

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-1236(78)90061-7

zbMATH Keywords

Hausdorff DimensionMultiparameter Stochastic ProcessWiener Processes

Mathematics Subject Classification ID

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

Cites work

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• Local time and a particle picture for Euclidean field theory
• Multiple points for the sample paths of the symmetric stable process
• On the Hausdorff dimension of the intersection of the range of a stable process with a Borel set
• Some Theorems Concerning Brownian Motion
• The \(P(\phi )_{2}\) Euclidean (quantum) field theory.

Cited in

(26)

• Random fields associated with multiple points of the Brownian motion
• Multiple path integrals
• Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection)
• Intersections of random walks. A direct renormalization approach
• On Edwards' model for long polymer chains
• Local time and a particle picture for Euclidean field theory
• Additive functionals of several time-reversible Markov processes
• Some central limit theorems for Markov paths and some properties of Gaussian random fields
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
• Analysis of stochastic quantization for the fractional Edwards measure
• On the collision local time of sub-fractional Brownian motions
• Stochastic quantization for the fractional Edwards measure
• Intersection local time for two independent fractional Brownian motions
• Fractional Brownian sheets run with nonlinear clocks
• Multiple images of stochastic processes
• Self-intersection local times for multifractional Brownian motion in higher dimensions: a white noise approach
• RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN
• ON THE COLLISION LOCAL TIME OF BIFRACTIONAL BROWNIAN MOTIONS
• Markov processes and random fields
• The measure theory of random fractals
• THE RENORMALIZATION OF SELF-INTERSECTION LOCAL TIMES I: THE CHAOS EXPANSION
• MULTIPLE INTERSECTION LOCAL TIMES IN TERMS OF WHITE NOISE
• Mixed fractional Brownian sheets and their applications
• Multiplicative chaos of the Brownian loop soup
• Regularity of intersection local times of fractional Brownian motions
• A local time approach to the self-intersections of Brownian paths in space

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