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October, 1986 Tanaka's Formula and Renormalization for Intersections of Planar Brownian Motion
Jay Rosen
Ann. Probab. 14(4): 1245-1251 (October, 1986). DOI: 10.1214/aop/1176992365

Abstract

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

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Jay Rosen. "Tanaka's Formula and Renormalization for Intersections of Planar Brownian Motion." Ann. Probab. 14 (4) 1245 - 1251, October, 1986. https://doi.org/10.1214/aop/1176992365

Information

Published: October, 1986
First available in Project Euclid: 19 April 2007

zbMATH: 0617.60079
MathSciNet: MR866345
Digital Object Identifier: 10.1214/aop/1176992365

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

Keywords: Brownian motion , intersections , renormalization , stochastic integrals

Rights: Copyright © 1986 Institute of Mathematical Statistics

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Vol.14 • No. 4 • October, 1986
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