TANAKA FORMULAS AND RENORMALIZATION FOR TRIPLE INTERSECTIONS OF BROWNIAN-MOTION IN THE PLANE

• 成果类型: Article
• 署名作者: ROSEN, J; YOR, M
• 署名单位: Sorbonne Universite
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176990538
• 发表日期: 1991
• 页码: 142-159
• 关键词: local-times; continuity

摘要

We develop explicit stochastic integral representations for the renormalized triple intersection local time of planar Brownian motion. Our representations involve a new type of double stochastic integral, the bilateral stochastic integral, which is developed in detail.