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February, 1985 A Representation for the Intersection Local Time of Brownian Motion in Space
Jay Rosen
Ann. Probab. 13(1): 145-153 (February, 1985). DOI: 10.1214/aop/1176993072

Abstract

We present a "Tanaka-like" representation for $\alpha(x, B)$, the local time of intersection for Brownian motion in 2 and 3 dimensions, where $\alpha(x, B)$ is formally $\int_B \int \delta_x(\omega_t - \omega_s) ds dt$.

Citation

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Jay Rosen. "A Representation for the Intersection Local Time of Brownian Motion in Space." Ann. Probab. 13 (1) 145 - 153, February, 1985. https://doi.org/10.1214/aop/1176993072

Information

Published: February, 1985
First available in Project Euclid: 19 April 2007

zbMATH: 0561.60086
MathSciNet: MR770634
Digital Object Identifier: 10.1214/aop/1176993072

Subjects:
Primary: 60J65
Secondary: 60H05 , 60J55

Keywords: Brownian motion , self-intersections , stochastic integrals

Rights: Copyright © 1985 Institute of Mathematical Statistics

Vol.13 • No. 1 • February, 1985
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