Tanaka's formula for multiple intersections of planar Brownian motion
نویسندگان
چکیده
منابع مشابه
Multiple intersection exponents for planar Brownian motion
Let p ≥ 2, n1 ≤ · · · ≤ np be positive integers and B 1 , . . . , B n1 ; . . . ;B p 1 , . . . , B np be independent planar Brownian motions started uniformly on the boundary of the unit circle. We define a p-fold intersection exponent ςp(n1, . . . , np), as the exponential rate of decay of the probability that the packets ⋃ni j=1 B i j [0, t ], i = 1, . . . , p, have no joint intersection. The ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1986
ISSN: 0304-4149
DOI: 10.1016/0304-4149(86)90020-7