The derivative of the intersection local time of Brownian motion through wiener chaos

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Abstract

Rosen (Seminaire de Probabilites XXXVIII, 2005) proved the existence of a process known as the derivative of the intersection local time of Brownian motion in one dimension. The purpose of this paper is to use the methods developed in Nualart and Vives (Publicacions Matematiques 36(2):827-836, 1992) in order to give a simple new proof of the existence of this process. Some related theorems and conjectures are discussed
Original languageEnglish
Pages (from-to)141-148
Number of pages8
JournalLecture Notes in Mathematics
Volume2046
DOIs
Publication statusPublished - 2012

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