RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN

2006 ◽  
Vol 09 (04) ◽  
pp. 547-566 ◽  
Author(s):  
R. JENANE ◽  
R. HACHAICHI ◽  
L. STREIT
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
Wiener Integral ◽  
Intersection Local Time ◽  
Higher Dimensional ◽  
Independent Brownian Motion ◽  
Mouvement Brownien ◽  
Multiple Wiener Integral

We show that each term of the multiple Wiener integral expansion for the renormalized triple self-intersection local time of higher dimensional Brownien motion converges in law to an independent 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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