Sur le temps local d'intersection du mouvement brownien plan et la méthode de renormalisation de Varadhan

Jean-François Le Gall

Séminaire de probabilités de Strasbourg (1985)

  • Volume: 19, page 314-331

How to cite

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Le Gall, Jean-François. "Sur le temps local d'intersection du mouvement brownien plan et la méthode de renormalisation de Varadhan." Séminaire de probabilités de Strasbourg 19 (1985): 314-331. <http://eudml.org/doc/113530>.

@article{LeGall1985,
author = {Le Gall, Jean-François},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time of self-intersections; renormalization result; two-dimensional Wiener sausage},
language = {fre},
pages = {314-331},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur le temps local d'intersection du mouvement brownien plan et la méthode de renormalisation de Varadhan},
url = {http://eudml.org/doc/113530},
volume = {19},
year = {1985},
}

TY - JOUR
AU - Le Gall, Jean-François
TI - Sur le temps local d'intersection du mouvement brownien plan et la méthode de renormalisation de Varadhan
JO - Séminaire de probabilités de Strasbourg
PY - 1985
PB - Springer - Lecture Notes in Mathematics
VL - 19
SP - 314
EP - 331
LA - fre
KW - local time of self-intersections; renormalization result; two-dimensional Wiener sausage
UR - http://eudml.org/doc/113530
ER -

References

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  1. [1 ] Edwards, S.F. : The statistical mechanics of polymers with excluded volume. Proc. Phys. Sci.85, 613-624 (1965). Zbl0125.23205MR183442
  2. [2 ] Geman, D., Horowitz, J., Rosen, J. : The local time of intersections for Brownian paths in the plane. Ann. Prob.12, 86-107 (1984). Zbl0536.60046MR723731
  3. [3 ] Ikeda, N., Watanabe, S. : Stochastic differential equations and diffusion processes. North Holland mathematical library. Kodansha (1981). Zbl0495.60005MR637061
  4. [4] Le Gall, J.F. : Sur la saucisse de Wiener et les points multiples du mouvement brownien. Preprint (novembre 1984). 
  5. [5] Rosen, J. : A local time approach to the self intersections of Brownian paths in the plane. Commun. Math. Phys.88, 327-338 (1983). Zbl0534.60070MR701921
  6. [6] Rosen, J. : Tanaka's formula and renormalisation for intersections of planar Brownian motion. Preprint University of Massachusetts (1984). 
  7. [7] Spitzer, F. : Electrostatic capacity, heat flow, and Brownian motion. Z. Wahrsch. Verw. Gebiete3, 110-121 (1964). Zbl0126.33505MR172343
  8. [8] Symanzik, K. : Euclidean quantum field theory. In : Local Quantum Theory. Jost, R. (ed.) New-York : Academic Press (1969). 
  9. [9] Varadhan, S.R.S. : Appendix to Euclidean quantum field theory. By K. Symanzik, in : Local Quantum Theory. Jost, R. (ed.) New-York : Academic Press (1969). 
  10. [10] Westwater, J. : On Edwards' model for long polymer chains. Commun. Math. Phys.72, 131-174 (1980). Zbl0431.60100MR573702
  11. [11] Wolpert, R. : Wiener path intersections and local time. J. Funct. Anal.30, 329-340 (1978). Zbl0403.60069MR518339

Citations in EuDML Documents

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  1. Marc Yor, Précisions sur l’existence et la continuité des temps locaux d’intersection du mouvement brownien dans 2
  2. N. Guillotin, Marches aléatoires à une dimension avec auto-intéraction, d'après H. Zoladek
  3. Jean-François Le Gall, Exponential moments for the renormalized self-intersection local time of planar brownian motion
  4. J.-Y. Calais, Marc Yor, Renormalisation et convergence en loi pour certaines intégrales multiples associées au mouvement brownien dans d
  5. E. B. Dynkin, Functionals associated with self-intersections of the planar brownian motion
  6. Amine Asselah, Shape transition under excess self-intersections for transient random walk
  7. Philippe Biane, Comportement asymptotique de certaines fonctionnelles additives de plusieurs mouvements browniens
  8. Bhaskaran Rajeev, From Tanaka's formula to Ito's formula : distributions, tensor products and local times
  9. Jay S. Rosen, Joint continuity of renormalized intersection local times
  10. Franco Flandoli, On a probabilistic description of small scale structures in 3D fluids

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