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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2009 Volume 15(31), Issue 2, Pages 119–125 (Mi thsp89)

Another view on the local time of self-intersections for a function of the Wiener process

O. Izyumtseva

Institute of Mathematics of Ukrainian National Academy of Sciences

Abstract: The article is devoted to the local time of self-intersections for the process $F(w),$ where $F: {\mathbb R}^2\to{\mathbb R}^2$ is smooth function, and $w$ is the standard planar Brownian motion. We present the local time of self-intersections for the process $F(w)$ in terms of a manifold.

Keywords: Local time, local time of self-intersections, renormalization of local time.

MSC: 60J55

Language: English



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