scholarly journals Regularized Self-Intersection Local Times of Planar Brownian Motion

1988 ◽  
Vol 16 (1) ◽  
pp. 58-74 ◽  
Author(s):  
E. B. Dynkin
1991 ◽  
Vol 122 ◽  
pp. 1-17 ◽  
Author(s):  
Narn-Rueih Shieh

In this paper, we shall use Hida’s [5, 7, 9] theory of generalized Brownian functionals (or named white noise analysis) to establish a stochastic integral formula concerning the multiple intersection local times of planar Brownian motion B(t).


Author(s):  
Wolfgang Bock ◽  
Jose Luis da Silva ◽  
Herry Pribawanto Suryawan

In this paper, we study the self-intersection local times of multifractional Brownian motion (mBm) in higher dimensions in the framework of white noise analysis. We show that when a suitable number of kernel functions of self-intersection local times of mBm are truncated then we obtain a Hida distribution. In addition, we present the expansion of the self-intersection local times in terms of Wick powers of white noises. Moreover, we obtain the convergence of the regularized truncated self-intersection local times in the sense of Hida distributions.


Author(s):  
SANDRA MENDONÇA ◽  
LUDWIG STREIT

We show how multiple intersections of Brownian motion can be expressed in terms of generalized white noise functionals. We also calculate the kernels of their chaos expansions and discuss their L2 properties.


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