Abstract
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.
Citation
Jay Rosen. Marc Yor. "Tanaka Formulae and Renormalization for Triple Intersections of Brownian Motion in the Plane." Ann. Probab. 19 (1) 142 - 159, January, 1991. https://doi.org/10.1214/aop/1176990538
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