Abstract
For any dimension we present the expansions of Brownian motion self-intersection local times in terms of multiple Wiener integrals. Suitably subtracted, they exist in the sense of generalized white noise functionals; their kernel functions are given in closed (and remarkably simple) form.
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de Faria, M., Hida, T., Streit, L. et al. Intersection Local Times as Generalized White Noise Functionals. Acta Applicandae Mathematicae 46, 351–362 (1997). https://doi.org/10.1023/A:1005782030567
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DOI: https://doi.org/10.1023/A:1005782030567