## The Annals of Probability

### Tanaka's Formula and Renormalization for Intersections of Planar Brownian Motion

Jay Rosen

#### Abstract

We use a Tanaka-like formula to explain Varadhan's renormalization of the formally infinite measure of Brownian self intersections given by $\int^T_0 \int^T_0 \delta(W_t - W_s) ds dt.$

#### Article information

Source
Ann. Probab., Volume 14, Number 4 (1986), 1245-1251.

Dates
First available in Project Euclid: 19 April 2007

https://projecteuclid.org/euclid.aop/1176992365

Digital Object Identifier
doi:10.1214/aop/1176992365

Mathematical Reviews number (MathSciNet)
MR866345

Zentralblatt MATH identifier
0617.60079

JSTOR