Sur le temps local d’intersection du mouvement brownien plan et la méthode de rénormalisation de Varadhan. (French) Zbl 0563.60072

Sémin. de probabilités XIX, Univ. Strasbourg 1983/84, Proc., Lect. Notes Math. 1123, 314-331 (1985).
[For the entire collection see Zbl 0549.00007.]
A simple construction is given for the local time of self-intersections of Brownian motion in \({\mathbb{R}}^ 2\) or \({\mathbb{R}}^ 3\). This method leads to an easy derivation of S. R. S. Varadhan’s renormalization result for two-dimensional Brownian motion [Appendix to K. Symanzik, Euclidean quantum field theory, in R. Jost (ed.): Local quantum theory, Academic Press (1969)]. The limit variable of Varadhan’s result is also shown to arise in a central limit theorem for the two-dimensional Wiener sausage.


60J65 Brownian motion
60G17 Sample path properties


Zbl 0549.00007
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