✦ LIBER ✦

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

✍ Scribed by Sergio Albeverio; Yaozhong Hu; Xian Yin Zhou

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 387 KB
Volume: 32
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(96)00056-9

No coin nor oath required. For personal study only.

✦ Synopsis

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.

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