scholarly journals On the self intersection local time of Brownian motion-via chaos expansion

1996 ◽  
Vol 40 ◽  
pp. 337-350 ◽  
Author(s):  
Y. Hu
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
The Self ◽  
Chaos Expansion ◽  
Intersection Local Time

scholarly journals On the Self-Intersection Local Time of Subfractional Brownian Motion

2012 ◽  
Vol 2012 ◽  
pp. 1-27 ◽  
Author(s):  
Junfeng Liu ◽  
Zhihang Peng ◽  
Donglei Tang ◽  
Yuquan Cang
Keyword(s):  
Brownian Motion ◽  
White Noise ◽  
Local Time ◽  
Noise Analysis ◽  
The Self ◽  
White Noise Analysis ◽  
Intersection Local Time ◽  
Subfractional Brownian Motion

We study the problem of self-intersection local time ofd-dimensional subfractional Brownian motion based on the property of chaotic representation and the white noise analysis.

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.

DIVERGENCE RESULTS FOR SELF-INTERSECTION LOCAL TIMES OF GAUSSIAN ${\mathscr S}' ({\mathbb R}^d)$-PROCESSES

2001 ◽  
Vol 04 (04) ◽  
pp. 417-488 ◽  
Author(s):  
ANNA TALARCZYK
Keyword(s):  
Local Time ◽  
Necessary Conditions ◽  
Particle Systems ◽  
The Self ◽  
Local Times ◽  
Intersection Local Time ◽  
Convergence In Law ◽  
Stable Particle ◽  
Gaussian Formula ◽  
Intersection Local Times

For various types of Gaussian [Formula: see text]-processes we consider the case when the self-intersection local time (SILT) does not exist. We study the rate of divergence of the corresponding approximating processes obtaining, after suitable normalizations convergence in law to some [Formula: see text]-valued processes (not necessarily Gaussian). We also obtain some new necessary conditions for the existence of SILT. We give examples associated with fluctuation limits of α-stable particle systems.

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