Chaos expansions of double intersection local time of Brownian motion in Rd and renormalization-Reference-Cited by-同舟云学术

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

Published:1995-03 Issue:1 Volume:56 Page:1-34
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Imkeller Peter,Perez-Abreu Victor,Vives Josep

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference36 articles.

1. Intersection local times and Tanaka formulas;Bass,1992

2. On the construction of the three dimensional polymer measure;Bolthausen,1990

3. Dirichlet Forms and Analysis on Wiener Space;Bouleau,1991

4. Double points of paths of Brownian motion in the plane;Dvoretzky;Bull. Res. Council Israel Sect.,1954

5. Triple points of the Brownian motion in 3-space;Dvoretzky,1957

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1. Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion;Journal of Theoretical Probability;2023-05-24

2. Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R;The Annals of Applied Probability;2021-10-01

3. Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion;Communications in Statistics - Theory and Methods;2021-09-15

4. Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion;Stochastic Analysis and Applications;2021-03-05

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