A renormalized local time for multiple intersections of planar brownian motion

Jay S. Rosen

Séminaire de probabilités de Strasbourg (1986)

  • Volume: 20, page 515-531

How to cite

top

Rosen, Jay S.. "A renormalized local time for multiple intersections of planar brownian motion." Séminaire de probabilités de Strasbourg 20 (1986): 515-531. <http://eudml.org/doc/113568>.

@article{Rosen1986,
author = {Rosen, Jay S.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time; joint continuity of the renormalized local time},
language = {eng},
pages = {515-531},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A renormalized local time for multiple intersections of planar brownian motion},
url = {http://eudml.org/doc/113568},
volume = {20},
year = {1986},
}

TY - JOUR
AU - Rosen, Jay S.
TI - A renormalized local time for multiple intersections of planar brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1986
PB - Springer - Lecture Notes in Mathematics
VL - 20
SP - 515
EP - 531
LA - eng
KW - local time; joint continuity of the renormalized local time
UR - http://eudml.org/doc/113568
ER -

References

top
  1. E.B. Dynkin [1985] - Random fields associated with multiple points of the Brownian motion, J. Funct. Anal.62, 3. Zbl0579.60081MR794777
  2. J.F. Le Gall [1985] - Sur le temps local d'intersection du mouvement Brownien plan et la methode de renormalization de Varadhan, Séminare de Probabilities XIX. Springer Lecture Notes in Math, 1123. Zbl0563.60072MR889492
  3. J. Rosen [1983] - A local time approach to the self-intersections of Brownian paths in space. Communications in Mathematical Physics, 88, 327-338. Zbl0534.60070MR701921
  4. J. Rosen [1984a] - Self intersections of random fields, Annals of Probability12, 108-119. Zbl0536.60066MR723732
  5. J. Rosen [1984b] - Tanaka's formula and renormalization for intersections of planar Brownian motion, Annals of Probability. To appear. Zbl0617.60079MR866345
  6. S.R.S. Varadhan [1969] - Appendix to Euclidean Quantum Field Theory by K. Symanzik, in Local Quantum Theory, R. Jost, Ed.Academic Press, N.Y. 
  7. M. Yor [1985a] - Complements aux formules de Tanaka Rosen, Séminaire de Probabilities XIX, SpringerLecture Notes in Math, 1123. Zbl0563.60073MR889493
  8. M. Yor "1985b] - Sur la répresentation comme intégrales stochastiques des temps d' occupation du mouvement brownien dans Rd". In this volume. Zbl0611.60067

Citations in EuDML Documents

top
  1. Jean-François Le Gall, Puissances du champ d'occupation du mouvement brownien plan et applications
  2. Wendelin Werner, Sur les singularités des temps locaux d'intersection du mouvement brownien plan
  3. Jay S. Rosen, Continuous differentiability of renormalized intersection local times in R1
  4. Gérard Ben Arous, Géométrie de la courbe brownienne plane
  5. Benoît Cadre, Une preuve «standard» du principe d'invariance de Stoll
  6. B. Cadre, Principes d’invariance faibles pour le temps local d’intersection du mouvement brownien de ℝ d

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.