On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes

Kaustav Das,Gregory Markowsky,Binghao Wu

doi:10.1016/j.spa.2025.104592

On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes

Kaustav Das, Gregory Markowsky + Show 1 more

https://doi.org/10.1016/j.spa.2025.104592

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Journal: Stochastic Processes and their Applications

Publication Date: Feb 1, 2025

#Local Time For Brownian Motion #Brownian Motion Processes #Time For Processes #Derivative Of Time #Motion Processes #Self-intersection Local Time #Exponential Integrability #Local Time #Brownian Motion

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On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes

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On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes