Intersection Local Times and Tanaka Formulas
Bass, Richard F. ; Khoshnevisan, Davar
Annales de l'I.H.P. Probabilités et statistiques, Tome 29 (1993), p. 419-451 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU) 
@article{AIHPB_1993__29_3_419_0,
     author = {Bass, Richard F. and Khoshnevisan, Davar},
     title = {Intersection Local Times and Tanaka Formulas},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {29},
     year = {1993},
     pages = {419-451},
     mrnumber = {1246641},
     zbl = {0798.60072},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_1993__29_3_419_0}
}

Bass, Richard F.; Khoshnevisan, Davar. Intersection Local Times and Tanaka Formulas. Annales de l'I.H.P. Probabilités et statistiques, Tome 29 (1993) pp. 419-451. http://gdmltest.u-ga.fr/item/AIHPB_1993__29_3_419_0/

[B1] R.F. Bass, Joint Continuity and Representations of Additive Functionals of d- Dimensional Brownian motion, Stock. Proc. Applic., Vol. 17, 1984, pp. 211-227. | MR 751203 | Zbl 0543.60080

[B2] R.F. Bass, A Probabilistic Approach to the Boundedness of Singular Integral Operators, in: Séminaire de Probabilités XXIV, Eds. J. AZÉMA and M. YOR, 15- 40, New York, Springer, 1980. | Numdam | MR 1071529 | Zbl 0703.60065

[BK1] R.F. Bass, and D. Khoshnevisan, Local Times on Curves and Uniform Invariance Principles, Probab. Th. and rel. Fields, Vol. 92, 1992, pp. 465-492. | MR 1169015 | Zbl 0767.60070

[BK2] R.F. Bass and D. Khoshnevisan, Strong Approximations to Brownian Local Time, in: Seminar on Stochastic Processes 1992, E. CINLAR, K. L. CHUNG and M. J. SHARPE Eds, Boston, Birkhäuser, 1993, pp. 43-65. | MR 1278076 | Zbl 0789.60062

[BG] R.M. Blumenthal and R.K. Getoor, Markov Processes and Potential Theory. New York, Academic Press, 1968. | MR 264757 | Zbl 0169.49204

[Br] G.A. Brosamler, Quadratic Variation of Potentials and Harmonic Functions, Trans. Amer. Math. Soc., Vol. 149, 1970, pp. 243-257. | MR 270442 | Zbl 0248.60057

[Ch] K.L. Chung, A Course in Probability Theory, 2nd Ed., New York, Academic Press, 1974. | MR 1796326 | Zbl 0345.60003

[DM] C. Dellacherie and P.-A. Meyer, Probabilités et Potentiel : Théorie des Martingales, Paris, Hermann, 1980. | MR 566768 | Zbl 0464.60001

[Du] R.M. Dudley, Sample Functions of the Gaussian process, Ann. Probab., Vol. 1, 1973, pp. 66-103. | MR 346884 | Zbl 0261.60033

[Dy] E.B. Dynkin, Self-intersection Gauge for Random Walks and for Brownian Motion, Ann. Probab., Vol. 16, 1988, pp. 1-57. | MR 920254 | Zbl 0638.60081

[IM] K. Ito and H.P. Mckean, Diffusion Processes and their Sample Paths, New York, Springer, 1974. | MR 345224 | Zbl 0285.60063

[L] J.-F. Le Gall, Some Properties of Planar Brownian Motion, École d'été de Saint-Flour XX, New York, Springer, 1992. | MR 1229519 | Zbl 0779.60068

[ReY] D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, New York, Springer, 1991. | MR 1083357 | Zbl 0731.60002

[R1] J. Rosen Tanaka's Formula for Multiple Intersections of Planar Brownian Motion Stoch. Proc. and their Applic. Vol. 23, 1986, pp. 131-141. | MR 866291 | Zbl 0612.60070

[R2] J. Rosen Random Walks and Intersection Local Time, Ann. Probab., Vol. 18, 1990, pp. 959-977. | MR 1062054 | Zbl 0717.60057

[RY] J. Rosen and M. Yor, Tanaka Formulae and Renormalization for Triple Intersections of Brownian Motion in the Plane, Ann. Probab., Vol. 19, 1991, pp. 142-159. | MR 1085330 | Zbl 0719.60084

[Sh] N.-R. Shieh, White Noise Analysis and Tanaka Formula for Intersections of Planar Brownian Motion, Nagoya Math. J., Vol. 122, 1991, pp. 1-17. | MR 1114018 | Zbl 0759.60041

[Y] M. Yor, Compléments aux formules de Tanaka-Rosen, in: Séminaire de Probabilités XIX, J. AZÈMA, and M. YOR, New York, Springer, 1985, pp. 332-349. | Numdam | MR 889493 | Zbl 0563.60073