scholarly journals Exponential moments for the renormalized self-intersection local time of planar brownian motion

1994 ◽  
pp. 172-180 ◽  
Author(s):  
Jean-François Le Gall
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
Intersection Local Time ◽  
Planar Brownian Motion ◽  
Exponential Moments

scholarly journals Polymer measure: Varadhan's renormalization revisited

2015 ◽  
Vol 27 (03) ◽  
pp. 1550009 ◽  
Author(s):  
Wolfgang Bock ◽  
Maria João Oliveira ◽  
José Luís da Silva ◽  
Ludwig Streit
Keyword(s):  
Brownian Motion ◽  
Rate Of Convergence ◽  
Local Time ◽  
Intersection Local Time ◽  
Planar Brownian Motion ◽  
Chaos Decomposition

Through chaos decomposition, we improve the Varadhan estimate for the rate of convergence of the centered approximate self-intersection local time of planar Brownian motion.

Sign in / Sign up

Export Citation Format

Share Document