Tanaka's formula for multiple intersections of planar Brownian motion
We establish a Tanaka-like formula relating the local times of r and r + 1 fold self-intersections of a Brownian path in the plane.
Year of publication: |
1986
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Authors: | Rosen, Jay |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 23.1986, 1, p. 131-141
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Publisher: |
Elsevier |
Keywords: | Brownian motion multiple intersections local time Tanaka's formula |
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