The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos

Part of the Lecture Notes in Mathematics book series (LNM, volume 2046)


Rosen (Séminaire de Probabilités XXXVIII, 2005) proved the existence of a process known as the derivative of the intersection local time of Brownian motion in one dimension. The purpose of this paper is to use the methods developed in Nualart and Vives (Publicacions Matematiques 36(2):827–836, 1992) in order to give a simple new proof of the existence of this process. Some related theorems and conjectures are discussed.


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© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Monash UniversityMelbourneAustralia

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