ANOTHER VIEW ON THE LOCAL TIME OF SELF-INTERSECTIONS FOR A FUNCTION OF THE WIENER PROCESS

O. IZYUMTSEVA

Theory of Stochastic Processes Vol.15 (31), no.2, 2009, pp.119-125

The article is devoted to the local time of self-intersections for the process $F(w),$ where $F: {\mathbb R}^2\to{\mathbb R}^2$ is smooth function, and $w$ is the standard planar Brownian motion. We present the local time of self-intersections for the process $F(w)$ in terms of a manifold.