Functionals associated with self-intersections of the planar brownian motion

E. B. Dynkin

Séminaire de probabilités de Strasbourg (1986)

  • Volume: 20, page 553-571

How to cite

top

Dynkin, E. B.. "Functionals associated with self-intersections of the planar brownian motion." Séminaire de probabilités de Strasbourg 20 (1986): 553-571. <http://eudml.org/doc/113571>.

@article{Dynkin1986,
author = {Dynkin, E. B.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Green's function; direct tree; random field; Brownian self-intersections},
language = {eng},
pages = {553-571},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Functionals associated with self-intersections of the planar brownian motion},
url = {http://eudml.org/doc/113571},
volume = {20},
year = {1986},
}

TY - JOUR
AU - Dynkin, E. B.
TI - Functionals associated with self-intersections of the planar brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1986
PB - Springer - Lecture Notes in Mathematics
VL - 20
SP - 553
EP - 571
LA - eng
KW - Green's function; direct tree; random field; Brownian self-intersections
UR - http://eudml.org/doc/113571
ER -

References

top
  1. [D1] E.B. Dynkin,Local times and quantum fields,Seminar on Stochastic Processes, 1983, E. Cinlar, K.L. Chung, R.K. Getoor, Birkhäuser, Boston-Basel-Stuttgart,1984. Zbl0554.60058MR902412
  2. [D2] E.B. Dynkin,Polynomials of the occupation field and related random fields,J.Funct.Anal.58, 1 (1984),20-52. Zbl0552.60075MR756768
  3. [D3] E.B. Dynkin,Random fields associated with multiple points of the Brownian motion,J. Funct. Anal.62, 3 (1985). Zbl0579.60081MR794777
  4. [D4] E.B. Dynkin,Self-intersection local times, occupation fields and stochastic integrals, Advances Appl. Math., to appear. Zbl0625.60089MR904725
  5. [IM] K. Itô and H.P. McKean, Jr.,Diffusion Processes and Their Sample Paths,Springer-Verlag, Berlin-Heidelberg-New York,1965 Zbl0127.09503
  6. [L1] J.F. Le Gall,Sur le temps local d'intersection du mouvement Brownien plan et la méthode de renormalisation de Varadhan,Séminaire de Probabilités XIX, 1983/84, J. Azéma, M. Yor,Springer-Verlag, Berlin-Heidelberg-New York-Tokyo, 1985,314-331. Zbl0563.60072MR889492
  7. [R1] J. Rosen,Tanaka's formula and renormalization for intersections of planar Brownian motion,Ann. Probability, to appear. Zbl0617.60079MR866345
  8. [R2] J. Rosen,Tanaka's formula for multiple intersections of planar Brownian motion, Preprint,1984 MR866291
  9. [R3] J. Rosen,A renormalized local time for multiple intersections of planar Brownian motion, this volume. Zbl0611.60065
  10. [V] S.R.S. Varadhan,Appendix to Euclidean quantum field theory, by K. Symanzik, in: Local Quantum Theory, R. Jost, Ed., Academic Press, New York-London,1969. 
  11. [W] G.N. Watson,A Treatise on the Theory of Bessel Functions, 2nd ed.,Cambridge Univ.Press, Cambridge,1952. 
  12. [Y1] M. Yor,Compléments aux formules de Tanaka-Rosen, Séminaire de Probabilités XIX, 1983/84, J. Azéma, M. Yor, Eds.,Springer-Verlag, Berlin-Heidelberg- New York-Tokyo,1985,332-349. Zbl0563.60073MR889493
  13. [Y2] M. Yor,Sur la représentation comme intégrales stochastiques des temps d'occupation du movement Brownien dans Rd, this volume. Zbl0611.60067
  14. [Y3] M. Yor,Renormalisation et convergence en loi pour les temps locaux d'intersection du mouvement Brownien dans R2, Preprint 1985. Zbl0569.60075
  15. [Y4] M. Yor,Renormalization results for some triple integrals of two-dimensional Brownian motion, Preprint 1985. 

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.