Open Access
2023 Exponential asymptotics for Brownian self-intersection local times under Dalang’s condition
Xia Chen
Author Affiliations +
Electron. J. Probab. 28: 1-17 (2023). DOI: 10.1214/23-EJP985

Abstract

In this paper, we investigate the exponential asymptotics for Brownian self-intersection times under Dalang’s condition. Our theorem includes the setting of non-homogeneous interaction functions.

Funding Statement

Research partially supported by the Simons Foundation #585506.

Citation

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Xia Chen. "Exponential asymptotics for Brownian self-intersection local times under Dalang’s condition." Electron. J. Probab. 28 1 - 17, 2023. https://doi.org/10.1214/23-EJP985

Information

Received: 15 August 2022; Accepted: 27 June 2023; Published: 2023
First available in Project Euclid: 26 October 2023

MathSciNet: MR4660700
Digital Object Identifier: 10.1214/23-EJP985

Subjects:
Primary: 60F10 , 60G15 , 60J65

Keywords: Brownian motion , Dalang’s condition , Ornstein–Uhlenbeck process , Self-intersection local times

Vol.28 • 2023
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