Remark on the Multiple Wiener Integral.

1987 ◽  
Author(s):  
R. Brigola
Keyword(s):  
Wiener Integral ◽  
Multiple Wiener Integral

RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN

2006 ◽  
Vol 09 (04) ◽  
pp. 547-566 ◽  
Author(s):  
R. JENANE ◽  
R. HACHAICHI ◽  
L. STREIT
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
Wiener Integral ◽  
Intersection Local Time ◽  
Higher Dimensional ◽  
Independent Brownian Motion ◽  
Mouvement Brownien ◽  
Multiple Wiener Integral

We show that each term of the multiple Wiener integral expansion for the renormalized triple self-intersection local time of higher dimensional Brownien motion converges in law to an independent Brownian motion.

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