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

1994 ◽  
pp. 172-180 ◽  
Author(s):  
Jean-François Le Gall
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
Intersection Local Time ◽  
Planar Brownian Motion ◽  
Exponential Moments

scholarly journals Polymer measure: Varadhan's renormalization revisited

2015 ◽  
Vol 27 (03) ◽  
pp. 1550009 ◽  
Author(s):  
Wolfgang Bock ◽  
Maria João Oliveira ◽  
José Luís da Silva ◽  
Ludwig Streit
Keyword(s):  
Brownian Motion ◽  
Rate Of Convergence ◽  
Local Time ◽  
Intersection Local Time ◽  
Planar Brownian Motion ◽  
Chaos Decomposition

Through chaos decomposition, we improve the Varadhan estimate for the rate of convergence of the centered approximate self-intersection local time of planar Brownian motion.

A remark on non-smoothness of the self-intersection local time of planar Brownian motion

1997 ◽  
Vol 32 (1) ◽  
pp. 57-65 ◽  
Author(s):  
Sergio Albeverio ◽  
Yaozhong Hu ◽  
Xian Yin Zhou
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
The Self ◽  
Intersection Local Time ◽  
Planar Brownian Motion

scholarly journals Multiple Intersection Local Time of Planar Brownian Motion as a Particular Hida Distribution

1996 ◽  
Vol 140 (1) ◽  
pp. 256-273 ◽  
Author(s):  
Peter Imkeller ◽  
Jia-An Yan
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
Intersection Local Time ◽  
Planar Brownian Motion

scholarly journals A Representation for the Intersection Local Time of Brownian Motion in Space

1985 ◽  
Vol 13 (1) ◽  
pp. 145-153 ◽  
Author(s):  
Jay Rosen
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
Intersection Local Time

scholarly journals Chaos expansions of double intersection local time of Brownian motion in Rd and renormalization

1995 ◽  
Vol 56 (1) ◽  
pp. 1-34 ◽  
Author(s):  
Peter Imkeller ◽  
Victor Perez-Abreu ◽  
Josep Vives
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
Intersection Local Time

scholarly journals Renormalized self-intersection local time for fractional Brownian motion

2005 ◽  
Vol 33 (3) ◽  
pp. 948-983 ◽  
Author(s):  
Yaozhong Hu ◽  
David Nualart
Keyword(s):  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Local Time ◽  
Intersection Local Time
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