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A remark on non-smoothness of the self-intersection local time of planar Brownian motion
2 references·1 citing·9 second hop
A remark on non-smoothness of the self-intersection local time of planar Brownian motion (1997)A remark on non-smoothness of the self-in…Local times of self-intersection for multidimensional Brownian motion (1995)Local times of self-intersect…Lectures on Stochastic Differential Equations and Malliavin Calculus (1984)Lectures on Stochastic Differ…Regularity of renormalized self-intersection local time for fractional Brownian motion (2007)Regularity of renormalized se…Multiple Wiener Integral (1951)Analysis of Brownian functionals (1976)Ito formula for generalized Brownian functionals (2006)The Malliavin Calculus and Related Topics (1995)THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications) (1997)The Malliavin Calculus and Related Topics (2006)On bifractional Brownian motion (2005)Stochastic heat equation driven by fractional noise and local time (2008)Functional Itô calculus and stochastic integral representation of martingales (2013)
this work references cited by second hop

References

  • 1984Lectures on Stochastic Differential Equations and Malliavin Calculus271 cited
  • 1995Local times of self-intersection for multidimensional Brownian motion23 cited

Cited by

  • 2007Regularity of renormalized self-intersection local time for fractional Brownian motion20 cited

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