Tanaka's Formula and Renormalization for Intersections of Planar Brownian Motion
Rosen, Jay
Ann. Probab., Tome 14 (1986) no. 4, p. 1245-1251 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
We use a Tanaka-like formula to explain Varadhan's renormalization of the formally infinite measure of Brownian self intersections given by $\int^T_0 \int^T_0 \delta(W_t - W_s) ds dt.$
Publié le : 1986-10-14
Classification:  Brownian motion,  intersections,  stochastic integrals,  renormalization,  60J65,  60J55,  60H05 
@article{1176992365,
     author = {Rosen, Jay},
     title = {Tanaka's Formula and Renormalization for Intersections of Planar Brownian Motion},
     journal = {Ann. Probab.},
     volume = {14},
     number = {4},
     year = {1986},
     pages = { 1245-1251},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992365}
}

Rosen, Jay. Tanaka's Formula and Renormalization for Intersections of Planar Brownian Motion. Ann. Probab., Tome 14 (1986) no. 4, pp.  1245-1251. http://gdmltest.u-ga.fr/item/1176992365/