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Tanaka's formula for multiple intersections of planar Brownian motion

โœ Scribed by Jay Rosen


Book ID
107950255
Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
469 KB
Volume
23
Category
Article
ISSN
0304-4149

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Multiple Intersection Local Time of Plan
โœ Peter Imkeller; Jia-An Yan ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 704 KB

Subspaces of the space of Hida distributions are quantified in which the multiple intersection local time of planar Brownian motion, renormalized by taking off the term of order zero in its chaos decomposition, lives. This is done by means of a new formula expressing the expectation of higher produc