Tanaka's Formula and Renormalization for Intersections of Planar Brownian Motion
Open Access
- 1 October 1986
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 14 (4) , 1245-1251
- https://doi.org/10.1214/aop/1176992365
Abstract
We use a Tanaka-like formula to explain Varadhan's renormalization of the formally infinite measure of Brownian self intersections given by $\int^T_0 \int^T_0 \delta(W_t - W_s) ds dt.$
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