Sur les singularités des temps locaux d'intersection du mouvement brownien plan

Wendelin Werner

Annales de l'I.H.P. Probabilités et statistiques (1993)

  • Volume: 29, Issue: 3, page 391-418
  • ISSN: 0246-0203

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Werner, Wendelin. "Sur les singularités des temps locaux d'intersection du mouvement brownien plan." Annales de l'I.H.P. Probabilités et statistiques 29.3 (1993): 391-418. <http://eudml.org/doc/77463>.

@article{Werner1993,
author = {Werner, Wendelin},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {singularities of intersection local times; asymptotic expansion; Brownian motion; renormalization of intersection local times},
language = {fre},
number = {3},
pages = {391-418},
publisher = {Gauthier-Villars},
title = {Sur les singularités des temps locaux d'intersection du mouvement brownien plan},
url = {http://eudml.org/doc/77463},
volume = {29},
year = {1993},
}

TY - JOUR
AU - Werner, Wendelin
TI - Sur les singularités des temps locaux d'intersection du mouvement brownien plan
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1993
PB - Gauthier-Villars
VL - 29
IS - 3
SP - 391
EP - 418
LA - fre
KW - singularities of intersection local times; asymptotic expansion; Brownian motion; renormalization of intersection local times
UR - http://eudml.org/doc/77463
ER -

References

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  1. [BK] R.F. Bass et D. Khoshnevisan, Intersection local times and Tanaka formulas, Ann. I.H.P. (à paraître). Zbl0798.60072
  2. [CFR] I. Chavel, E.A. Feldmann et J. Rosen, Fluctuations of the Wiener sausage in Riemannian manifolds, Ann. Probab., vol. 19, 1991, p. 83-141. Zbl0765.58034MR1085329
  3. [D1] E.B. Dynkin, Functionals associated with self-intersections of the planar Brownian motion. Springer, L.N.1204, Séminaire de Probabilités XX, 1985, p. 553-571. Zbl0617.60080MR942044
  4. [D2] E.B. Dynkin, Self-intersection Gauge for random walks and for Brownian motion, Ann. Probab., vol. 16, 1988, p. 1-57. Zbl0638.60081MR920254
  5. [D3] E.B. Dynkin, Regularized self-intersection local times of the planar Brownian motion, Ann. Probab., vol. 16, 1988, p. 58-74. Zbl0641.60085MR920255
  6. [LG1] J.F. Le Gall, Sur le temps local d'intersection du mouvement brownien plan et la méthode de renormalisation de Varadhan, Springer, L.N.1123, Séminaire de Probabilités XIX, 1984, p. 314-331. Zbl0563.60072MR889492
  7. [LG2] J.F. Le Gall, Propriétés d'intersection des marches aléatoires, Comm. Math. Physics, vol. 104, 1986, p. 471-507, p. 509-528. Zbl0609.60078
  8. [LG3] J.F. Le Gall, Wiener sausage and self-intersection local times, J. Funct. Anal., vol. 88, 1990, p. 299-341. Zbl0697.60081MR1038444
  9. [LG4] J.F. Le Gall, Some properties of planar Brownian motion (chap. 8 et 10), Springer, Cours de St-Flour, 1990 (à paraître). Zbl0779.60068MR1229519
  10. [R1] J. Rosen, Tanaka's formula and renormalization for the intersections of planar Brownian motion, Ann. Probab., vol. 14, 1986, p. 1245-1251. Zbl0617.60079MR866345
  11. [R2] J. Rosen, A renormalized local time for multiple intersections of planar Brownian motion. Springer, L.N.1204, Séminaire de Probabilités XX, 1984, p. 515-531. Zbl0611.60065MR942041
  12. [RY] J. Rosen et M. Yor, Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane, Ann. Probab., vol. 19, 1991, p. 142-159. Zbl0719.60084MR1085330
  13. [V] S.R.S. Varadhan, Appendix to: Euclidean quantum field theory, by K. Symanzik, in: Local quantum theory, New York, Academic Press, 1969. 
  14. [Y] M. Yor, Précisions sur l'existence et la continuité des temps locaux d'intersection du mouvement brownien dans R2. Springer, L.N.1204, Séminaire de Probabilités XX, 1985, p. 532-542. Zbl0611.60066MR942042

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