BROWNIAN INTERSECTION LOCAL TIME: SOME GLIMPSES
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Submission date: 09. Nov. 2007
Mukherjee, Ch.: Brownian intersection local times : some glimpses
Diplomarbeit, Universität Leipzig, 2008
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We consider a number of Brownian motions running in the Euclidean space and look at their intersction set. By works of Le Gall and others, there is a finite measure supported on the intersection set. We review the construction and properties of this object, namely "Brownian intersection local time" via several authors. We study a large deviation principle for the upper tails of these local times and in this way find out a refined version of the proof of Koenig and Moerters.