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Generalized random fields related to self-intersections of the Brownian motion

Let T(k)(ε)(λ; t(1),..., t(k)) = ρ(X(t)(1))q(ε)(X(t)(2) - X(t)(1))... q(ε)(X(t(k)) - X(t(k))-1), where X(t) is a Brownian motion in R(2), λ(dx) = ρ(x)dx, and q(ε) converges to Dirac's δ function as ε ↓ 0. The self-intersection local times of order k are described by a generalized random field T...

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Détails bibliographiques
Auteur principal: Dynkin, E. B.
Format: Artigo
Langue:Inglês
Publié: 1986
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC323564/
https://ncbi.nlm.nih.gov/pubmed/16593700
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