RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN-Reference-Cited by-同舟云学术

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RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN

Published:2006-12 Issue:04 Volume:09 Page:547-566
ISSN:0219-0257
Container-title:Infinite Dimensional Analysis, Quantum Probability and Related Topics
language:en
Short-container-title:Infin. Dimens. Anal. Quantum. Probab. Relat. Top.

Author:

JENANE R.¹²,HACHAICHI R.¹²,STREIT L.¹²³

Affiliation:

1. Faculté des Sciences de Tunis, Département de Mathématiques, Université de Tunis el Manar, Tunisia

2. BiBoS, Univ. Bielefeld, D-33615 Bielefeld, Germany

3. CCM, Univ. da Madeira, Funchal, Portugal

Abstract

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.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219025706002536

Reference42 articles.

1. Triple points of Brownian paths in 3-space

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The spans in Brownian motion;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2017-08-01

2. Chaos Decomposition and Gap Renormalization of Brownian Self-Intersection Local Times;Reports on Mathematical Physics;2016-04

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