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 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.

scholarly journals On the Self-Intersection Local Time of Subfractional Brownian Motion

2012 ◽  
Vol 2012 ◽  
pp. 1-27 ◽  
Author(s):  
Junfeng Liu ◽  
Zhihang Peng ◽  
Donglei Tang ◽  
Yuquan Cang
Keyword(s):  
Brownian Motion ◽  
White Noise ◽  
Local Time ◽  
Noise Analysis ◽  
The Self ◽  
White Noise Analysis ◽  
Intersection Local Time ◽  
Subfractional Brownian Motion

We study the problem of self-intersection local time ofd-dimensional subfractional Brownian motion based on the property of chaotic representation and the white noise analysis.

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