A Representation for the Intersection Local Time of Brownian Motion in Space
Rosen, Jay
Ann. Probab., Tome 13 (1985) no. 4, p. 145-153 / Harvested from Project Euclid
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We present a "Tanaka-like" representation for $\alpha(x, B)$, the local time of intersection for Brownian motion in 2 and 3 dimensions, where $\alpha(x, B)$ is formally $\int_B \int \delta_x(\omega_t - \omega_s) ds dt$.
Publié le : 1985-02-14
Classification:  Brownian motion,  self-intersections,  stochastic integrals,  60J65,  60H05,  60J55 
@article{1176993072,
     author = {Rosen, Jay},
     title = {A Representation for the Intersection Local Time of Brownian Motion in Space},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 145-153},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993072}
}

Rosen, Jay. A Representation for the Intersection Local Time of Brownian Motion in Space. Ann. Probab., Tome 13 (1985) no. 4, pp.  145-153. http://gdmltest.u-ga.fr/item/1176993072/