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The intersection local time of fractional Brownian motion in the plane

✍ Scribed by Jay Rosen


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
319 KB
Volume
23
Category
Article
ISSN
0047-259X

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Multiple Intersection Local Time of Plan
✍ Peter Imkeller; Jia-An Yan πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 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