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
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
