Séminaire de Probabilités XLIV

Volume 2046 of the series Lecture Notes in Mathematics pp 141-148


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

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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.