Department Seminars & Colloquia




2026-10
Sun Mon Tue Wed Thu Fri Sat
        1 2 3
4 5 6 7 8 9 10
11 12 13 14 15 16 17
18 19 20 21 22 23 24
25 26 27 28 29 30 31
2026-11
Sun Mon Tue Wed Thu Fri Sat
1 2 3 4 5 6 7
8 9 10 11 12 13 14
15 16 17 18 19 1 20 21
22 23 24 25 26 27 28
29 30          

When you're logged in, you can subscribe seminars via e-mail

Let $B$ be a three-dimensional Brownian motion. We compare two regularizations of its self-intersection local time: a temporal cutoff excluding pairs of times separated by less than $\varepsilon$, and a spatial regularization obtained by replacing the Dirac mass with the heat kernel $p_\varepsilon$. We prove that the difference between these regularizations converges to a non-degenerate centered Gaussian random variable as $\varepsilon\to 0$, with convergence of the corresponding variances. The limiting variance is identified by an explicit $L^2$-calculation. We also briefly discuss how the comparison of regularization schemes arises naturally in the analysis of the three-dimensional Edwards model.
Host: 남경식     To be announced     2026-10-02 14:16:45