Tanaka Formulae and Renormalization for Triple Intersections of Brownian Motion in the Plane
Work
Year: 1991
Type: article
Abstract: We develop explicit stochastic integral representations for the renormalized triple intersection local time of planar Brownian motion. Our representations involve a new type of double stochastic integ... more
Source: The Annals of Probability
Authors Jay Rosen, Marc Yor
Cites:
Cited by: 20
Related to: 10
FWCI: 3.02
Citation percentile (by year/subfield): 84.31
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze