✦ LIBER ✦

A local time approach to the self-intersections of Brownian paths in space

✍ Scribed by Jay Rosen

Publisher: Springer
Year: 1983
Tongue: English
Weight: 604 KB
Volume: 88
Category: Article
ISSN: 0010-3616
DOI: 10.1007/bf01213212

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The local time of self-intersections of

The local time of self-intersections of Brownian motions as generalized Brownian functionals

✍ Hisao Watanabe 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 298 KB

A remark on non-smoothness of the self-i

A remark on non-smoothness of the self-intersection local time of planar Brownian motion

✍ Sergio Albeverio; Yaozhong Hu; Xian Yin Zhou 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 387 KB

Using the It6-Wiener chaos expansion we prove that the normalized self-intersection local time of planar Brownian motion is not differentiable in the sense of Meyer-Watanabe.

The intersection local time of fractiona

The intersection local time of fractional Brownian motion in the plane

✍ Jay Rosen 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 319 KB

On the character of convergence to Brown

On the character of convergence to Brownian local time. I

✍ A. N. Borodin 📂 Article 📅 1986 🏛 Springer 🌐 English ⚖ 747 KB

On the character of convergence to Brown

On the character of convergence to Brownian local time. II

✍ A. N. Borodin 📂 Article 📅 1986 🏛 Springer 🌐 English ⚖ 969 KB

A colored-noise approach to Brownian mot

A colored-noise approach to Brownian motion in position space. Corrections to the Smoluchowski equation

✍ M. San Miguel; J. M. Sancho 📂 Article 📅 1980 🏛 Springer 🌐 English ⚖ 901 KB