Hilbert-valued self-intersection local times for planar Brownian motion
Dorogovtsev Andrey, Izyumtseva Olga

TL;DR
This paper extends the Dynkin construction for self-intersection local times of planar Brownian motion to a Hilbert-valued setting, broadening the mathematical framework for analyzing intersections.
Contribution
It introduces a novel Hilbert-valued approach to self-intersection local times, expanding the theoretical understanding of planar Wiener processes.
Findings
Extended Dynkin construction to Hilbert-valued weights.
Provided a new framework for analyzing self-intersections.
Enhanced mathematical tools for planar Brownian motion.
Abstract
In the paper Dynkin construction for self-intersection local time of planar Wiener process is extended on Hilbert-valued weights.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · advanced mathematical theories
