Local times of self-intersection for multidimensional Brownian motion

Abstract

We will define local times of self-intersection for multidimensional Brownian motion as generalized Wiener functionals under the framework of white noise analysis as in H. Watanabe ([6]). By making use of the chaotic representation of -function and precise computation we get a deep insight into the problem. In the section 1 multiple Wiener integrals with respect to multidimensional Brownian motion and chaotic representations for square-integrable Wiener functionals are given. They are indispensable, but seem not to be formulated clearly and correctly before. The useful concepts and results of white noise analysis are illustrated in the section 2. Section 3 is the main part of the paper. The applications to local times are introduced in the section 4 briefly.