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A renormalized local time for multiple intersections of planar brownian motion

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Séminaire de Probabilités XX 1984/85

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1204))

Abstract

We present a simple prescription for ‘renormalizing’ the local time for n-fold intersections of planar Brownian motion, generalizing Varadhan's formula for n=2. In the latter case, we present a new proof that the renormalized local time is jointly continuous.

This work partially supported by NSF grant MCS-8302081

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Bibliography

  • E. B. Dynkin [1985]-Random fields associated with multiple points of the Brownian motion, J. Funct. Anal. 62, 3.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Massachusetts, 01003, Amherst, MA

    Jay Rosen

Authors
  1. Jay Rosen
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Jacques Azéma Marc Yor

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© 1986 Springer-Verlag

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Rosen, J. (1986). A renormalized local time for multiple intersections of planar brownian motion. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XX 1984/85. Lecture Notes in Mathematics, vol 1204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075738

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  • DOI: https://doi.org/10.1007/BFb0075738

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16779-2

  • Online ISBN: 978-3-540-39860-8

  • eBook Packages: Springer Book Archive

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