Abstract
We consider the intersection local time of Brownian motion without renormalization through Itô-Wiener expansions. In order to recognize the existence, we extend the Watanabe space. We also discuss how to substitute Wiener functionals for parameters of a generalized Wiener functional. As a consequence a relationship between the unrenormalized intersection local time and the local time is clarified.
Citation
Hideaki Uemura. "Unrenormalized intersection local time of Brownian motion and its local time representation." J. Math. Kyoto Univ. 43 (4) 671 - 687, 2003. https://doi.org/10.1215/kjm/1250281729
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