Functionals associated with self-intersections of the planar brownian motion
Séminaire de probabilités de Strasbourg (1986)
- Volume: 20, page 553-571
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topDynkin, 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
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- [R1] J. Rosen,Tanaka's formula and renormalization for intersections of planar Brownian motion,Ann. Probability, to appear. Zbl0617.60079MR866345
- [R2] J. Rosen,Tanaka's formula for multiple intersections of planar Brownian motion, Preprint,1984 MR866291
- [R3] J. Rosen,A renormalized local time for multiple intersections of planar Brownian motion, this volume. Zbl0611.60065
- [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.
- [W] G.N. Watson,A Treatise on the Theory of Bessel Functions, 2nd ed.,Cambridge Univ.Press, Cambridge,1952.
- [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
- [Y2] M. Yor,Sur la représentation comme intégrales stochastiques des temps d'occupation du movement Brownien dans Rd, this volume. Zbl0611.60067
- [Y3] M. Yor,Renormalisation et convergence en loi pour les temps locaux d'intersection du mouvement Brownien dans R2, Preprint 1985. Zbl0569.60075
- [Y4] M. Yor,Renormalization results for some triple integrals of two-dimensional Brownian motion, Preprint 1985.
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