On the Existence of Self-Intersections for Quasi-Every Brownian Path in Space
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A Local Time Approach to the Self-Intersections of Brownian Paths in Space
We study the Brownian functional WtWs)dsdt, where Wt is a Brownian path in two or three dimensions. For B off the diagonal we identify α(x, B) with a local time, and establish the Holder continuity of α(x, B) in both x and B.
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1989
ISSN: 0091-1798
DOI: 10.1214/aop/1176991411