Title of article
The Renormalization of Self Intersection Local Times of Brownian Motion
Author/Authors
Rezgui, Anis Institut National des Sciences Appliqu´ees et de Technologie INSAT, Tunisia
From page
19
To page
32
Abstract
We present a new approach to treat the problem of self intersection local time of a d-dimensional Brownian motion based on the property of chaotic representation and the white noise analysis. This approach could be generalized to Gaussian and compensated Poisson processes.
Keywords
Brownian motion , local time , white noise
Journal title
Mathematical Sciences
Journal title
Mathematical Sciences
Record number
2568736
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