Voir la notice de l'article provenant de la source Math-Net.Ru
@article{THSP_2009_15_2_a7, author = {O. Izyumtseva}, title = {Another view on the local time of self-intersections for a function of the {Wiener} process}, journal = {Teori\^a slu\v{c}ajnyh processov}, pages = {119--125}, publisher = {mathdoc}, volume = {15}, number = {2}, year = {2009}, language = {en}, url = {http://geodesic.mathdoc.fr/item/THSP_2009_15_2_a7/} }
TY - JOUR AU - O. Izyumtseva TI - Another view on the local time of self-intersections for a function of the Wiener process JO - Teoriâ slučajnyh processov PY - 2009 SP - 119 EP - 125 VL - 15 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/THSP_2009_15_2_a7/ LA - en ID - THSP_2009_15_2_a7 ER -
O. Izyumtseva. Another view on the local time of self-intersections for a function of the Wiener process. Teoriâ slučajnyh processov, Tome 15 (2009) no. 2, pp. 119-125. http://geodesic.mathdoc.fr/item/THSP_2009_15_2_a7/
[1] J. S. Rosen, “A renormalized local time for multiple intersections of planar Brownian motion”, Seminaire de Probabilites XX, 1984/85, Lecture Notes in Math., 1204, 1986, 515–531
[2] E. B. Dynkin, “Regularized self-intersection local times of the planar Brownian motion”, Ann. Probab., 16 (1988), 58–74
[3] O. L. Izyumtseva, “The constant of renormalization for the self-intersection local time of diffusion process in the plane”, Ukr. Math. J., 60:11 (2008), 1489–1498
[4] A. Y. Dorogovtsev, Mathematical Analysis, Fact, Kiev, 2004