Exponential moments for the renormalized self-intersection local time of planar brownian motion

Jean-François Le Gall

Séminaire de probabilités de Strasbourg (1994)

  • Volume: 28, page 172-180

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Le Gall, Jean-François. "Exponential moments for the renormalized self-intersection local time of planar brownian motion." Séminaire de probabilités de Strasbourg 28 (1994): 172-180. <http://eudml.org/doc/113872>.

@article{LeGall1994,
author = {Le Gall, Jean-François},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {self-intersection local time; existence of exponential moments; planar Brownian motion},
language = {fre},
pages = {172-180},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Exponential moments for the renormalized self-intersection local time of planar brownian motion},
url = {http://eudml.org/doc/113872},
volume = {28},
year = {1994},
}

TY - JOUR
AU - Le Gall, Jean-François
TI - Exponential moments for the renormalized self-intersection local time of planar brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1994
PB - Springer - Lecture Notes in Mathematics
VL - 28
SP - 172
EP - 180
LA - fre
KW - self-intersection local time; existence of exponential moments; planar Brownian motion
UR - http://eudml.org/doc/113872
ER -

References

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  1. [1] E. Bolthausen : Localization of a two-dimensional random walk with an attractive path interaction. Ann. Probab. to appear. Zbl0819.60028MR1288136
  2. [2] A.N. Borodin : On the character of convergence to Brownian local time, II.Proba. Th. Rel. Fields72, p. 251-277 (1986). Zbl0572.60079MR836277
  3. [3] D. Geman, J. Horowitz and J. Rosen : A local time analysis of intersections of Brownian paths in the plane. Ann. Probab.12, p. 86-107 (1984). Zbl0536.60046MR723731
  4. [4] 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. Lecture Notes in Maths1123, p. 314-331. Springer (1985). Zbl0563.60072MR889492
  5. [5] J.-F. Le Gall : Propriétés d'intersection des marches aléatoires, I.Comm. Math. Physics104, p. 467-503 (1986). Zbl0609.60078
  6. [6] J. Rosen : Self-intersections of random fields. Ann. Probab.12, p. 108-119 (1984). Zbl0536.60066MR723732
  7. [7] S.R.S. Varadhan : Appendix to : Euclidean quantum field theory, by K.Symanzik. In : Local Quantum Theory, R. Jost ed. Academic Press (1969). 
  8. [8] M. Yor : Compléments aux formules de Tanaka-Rosen. Séminaire de Probabilités XIX. Lecture Notes in Maths.1123, p. 332-349. Springer (1985). Zbl0563.60073MR889493
  9. [9] M. Yor : Remarques sur l'intégrabilité du temps local d'intersection renormalisé. Unpublished manuscript. 

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