Hilbert-valued self-intersection local times for planar Brownian motion
Probability
2017-08-03 v1
Abstract
In the paper Dynkin construction for self-intersection local time of planar Wiener process is extended on Hilbert-valued weights.
Cite
@article{arxiv.1708.00608,
title = {Hilbert-valued self-intersection local times for planar Brownian motion},
author = {Dorogovtsev Andrey and Izyumtseva Olga},
journal= {arXiv preprint arXiv:1708.00608},
year = {2017}
}
Comments
14 pages
Related papers
View all related →
Probability · Mathematics
On self-intersection local times for generalized Brownian bridges and the distance between step functions
A. A. Dorogovtsev, O. L. Izyumtseva
2015-05-26
Probability · Mathematics
Holder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
Paul Jung, Greg Markowsky
2012-08-23
Probability · Mathematics
Intersection local times of independent fractional Brownian motions as generalized white noise functionals
Maria Joao Oliveira, Jose Luis da Silva, Ludwig Streit
2011-01-04
Probability · Mathematics
On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes
Kaustav Das, Greg Markowsky, Binghao Wu
2024-04-09
Probability · Mathematics
Large deviation principle for generalized multiple intersection local times of multidimensional Brownian motion
Andrey A. Dorogovtsev, Naoufel Salhi
2025-07-18
Functional Analysis · Mathematics
Self-intersection local times for generalized grey Brownian motion in higher dimensions
José Luís da Silva, Herry Pribawanto Suryawan, Wolfgang Bock
2017-08-08
Probability · Mathematics
Intersection local time for two independent fractional Brownian motions
David Nualart, Salvador Ortiz-Latorre
2007-05-23
Probability · Mathematics
Local times of self-intersection and sample path properties of Volterra Gaussian processes
Olga Izyumtseva, Wasiur R. KhudaBukhsh
2024-09-09
Probability · Mathematics
On the exponential integrability of the derivative of intersection and self-intersection local time for fractional Brownian motion and a limit theorem related to the self-intersection local time for fractional Brownian motion
Kaustav Das, Gregory Markowsky, Binghao Wu, Qian Yu
2025-10-13
Probability · Mathematics
Higher order derivative of self-intersection local time for fractional Brownian motion
Qian Yu
2020-12-22
Probability · Mathematics
Generalized self-intersection local time for a superprocess over a stochastic flow
Aaron Heuser
2012-07-30
Probability · Mathematics
Local times for multifractional Brownian motion in higher dimensions: A white noise approach
Wolfgang Bock, Jose Luis da Silva, Herry Pribawanto Suryawan
2018-11-19
Probability · Mathematics
Existence and H\"{o}lder continuity conditions for self-intersection local time of Rosenblatt process
Qian Yu, Guangjun Shen, Xiuwei Yin
2021-02-02
Mathematical Physics · Physics
Intersection local times of fractional Brownian motions with $H\in(0,1)$ as generalized white noise functionals
Custodia Drumond, Maria Joao Oliveira, Jose Luis da Silva
2010-02-10
Probability · Mathematics
The Third and Fourth Moment of the Renormalized Intersection Local Time
Daniel Höf
2014-12-02
Probability · Mathematics
The multifractal spectrum of Brownian intersection local times
Achim Klenke, Peter Morters
2007-05-23
Probability · Mathematics
On the Tanaka formula for the derivative of self-intersection local time of fBm
Paul Jung, Greg Markowsky
2014-07-01
Probability · Mathematics
Higher-order derivative of intersection local time for two independent fractional Brownian motions
Jingjun Guo, Yaozhong Hu, Yanping Xiao
2017-06-22
Probability · Mathematics
Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm
Richard F. Bass, Xia Chen
2007-05-23
Probability · Mathematics
Refinements of asymptotics at zero of Brownian self-intersection local times
A. A. Dorogovtsev, N. Salhi
2023-01-02
Probability · Mathematics
Integral representation of renormalized self-intersection local times
Yaozhong Hu, David Nualart, Jian Song
2008-06-24
Probability · Mathematics
Functional limit theorem for the self-intersection local time of the fractional Brownian motion
Arturo Jaramillo, David Nualart
2017-01-20
Probability · Mathematics
Eigenvalue processes of Elliptic Ginibre Ensemble and their Overlaps
Satoshi Yabuoku
2022-08-09
Probability · Mathematics
On regularization of formal Fourier--Wiener transform of the self-intersection local time of planar Gaussian process
Andrey A. Dorogovtsev, Olga L. Izumtseva
2011-05-20
Probability · Mathematics
Representations of Hermite processes using local time of intersecting stationary stable regenerative sets
Shuyang Bai
2020-05-11