Small deviation for the mutual intersection local time of Brownian motions
Xia ChenJian Song
所有作者
Xia ChenJian Song
文献摘要
In this note, we establish the bounds cε32≤P{∫01∫01δ0(Bs−B~r)dsdr≤ε}≤Cε32, for the mutual intersection local time of two independent 1-dimensional Brownian motions B and B~.