Intersection Local Times and Tanaka Formulas
Richard F. Bass; Davar Khoshnevisan
Annales de l'I.H.P. Probabilités et statistiques (1993)
- Volume: 29, Issue: 3, page 419-451
- ISSN: 0246-0203
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topBass, Richard F., and Khoshnevisan, Davar. "Intersection Local Times and Tanaka Formulas." Annales de l'I.H.P. Probabilités et statistiques 29.3 (1993): 419-451. <http://eudml.org/doc/77464>.
@article{Bass1993,
author = {Bass, Richard F., Khoshnevisan, Davar},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {renormalization; multiple points; double points; intersection local times; Brownian motion; additive functionals; Tanaka formula},
language = {eng},
number = {3},
pages = {419-451},
publisher = {Gauthier-Villars},
title = {Intersection Local Times and Tanaka Formulas},
url = {http://eudml.org/doc/77464},
volume = {29},
year = {1993},
}
TY - JOUR
AU - Bass, Richard F.
AU - Khoshnevisan, Davar
TI - Intersection Local Times and Tanaka Formulas
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1993
PB - Gauthier-Villars
VL - 29
IS - 3
SP - 419
EP - 451
LA - eng
KW - renormalization; multiple points; double points; intersection local times; Brownian motion; additive functionals; Tanaka formula
UR - http://eudml.org/doc/77464
ER -
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- [R1] J. RosenTanaka's Formula for Multiple Intersections of Planar Brownian MotionStoch. Proc. and their Applic. Vol. 23, 1986, pp. 131-141. Zbl0612.60070MR866291
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Citations in EuDML Documents
top- Jay Rosen, Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
- Jay S. Rosen, Joint continuity of renormalized intersection local times
- Jay Rosen, Dirichlet processes and an intrinsic characterization of renormalized intersection local times
- Davar Khoshnevisan, Some polar sets for the brownian sheet
- Wendelin Werner, Sur les singularités des temps locaux d'intersection du mouvement brownien plan
- Jay S. Rosen, Continuous differentiability of renormalized intersection local times in R1
- Benoît Cadre, Une preuve «standard» du principe d'invariance de Stoll
- B. Cadre, Principes d’invariance faibles pour le temps local d’intersection du mouvement brownien de
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