The Annals of Probability

A Representation for the Intersection Local Time of Brownian Motion in Space

Jay Rosen

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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 $\int_B \int \delta_x(\omega_t - \omega_s) ds dt$.

Article information

Source
Ann. Probab., Volume 13, Number 1 (1985), 145-153.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176993072

Digital Object Identifier
doi:10.1214/aop/1176993072

Mathematical Reviews number (MathSciNet)
MR770634

Zentralblatt MATH identifier
0561.60086

JSTOR
links.jstor.org

Subjects
Primary: 60J65: Brownian motion [See also 58J65]
Secondary: 60H05: Stochastic integrals 60J55: Local time and additive functionals

Keywords
Brownian motion self-intersections stochastic integrals

Citation

Rosen, Jay. A Representation for the Intersection Local Time of Brownian Motion in Space. Ann. Probab. 13 (1985), no. 1, 145--153. doi:10.1214/aop/1176993072. https://projecteuclid.org/euclid.aop/1176993072


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