Unrenormalized intersection local time of Brownian motion and its local time representation
Uemura, Hideaki
J. Math. Kyoto Univ., Tome 43 (2003) no. 4, p. 671-687 / Harvested from Project Euclid
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We consider the intersection local time of Brownian motion without renormalization through Itô-Wiener expansions. In order to recognize the existence, we extend the Watanabe space. We also discuss how to substitute Wiener functionals for parameters of a generalized Wiener functional. As a consequence a relationship between the unrenormalized intersection local time and the local time is clarified.
Publié le : 2003-05-15
Classification:  60J55,  60J65 
@article{1250281729,
     author = {Uemura, Hideaki},
     title = {Unrenormalized intersection local time of Brownian motion and its local time representation},
     journal = {J. Math. Kyoto Univ.},
     volume = {43},
     number = {4},
     year = {2003},
     pages = { 671-687},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1250281729}
}

Uemura, Hideaki. Unrenormalized intersection local time of Brownian motion and its local time representation. J. Math. Kyoto Univ., Tome 43 (2003) no. 4, pp.  671-687. http://gdmltest.u-ga.fr/item/1250281729/