Key words: Brownian motion, Local time, Self-intersection local time, Stochastic integration.
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© 2007 Springer-VerlagBerlinHeidelberg
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Najnudel, J. (2007). Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion. In: Donati-Martin, C., Émery, M., Rouault, A., Stricker, C. (eds) Séminaire de Probabilités XL. Lecture Notes in Mathematics, vol 1899. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71189-6_4
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DOI: https://doi.org/10.1007/978-3-540-71189-6_4
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