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Small deviation for the mutual intersection local time of Brownian motions

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arxiv 2404.09333 v1 pith:KS637I6N submitted 2024-04-14 math.PR

classification math.PR
keywords varepsilonbiggbrownianfrac23intersectionlocalmotionsmutual
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abstract

In this note, we establish the bounds \[ c\varepsilon^{\frac23}\le P\bigg\{\int_0^1\!\!\int_0^1\delta_0(B_s-\tilde{B}_r)dsdr\le \varepsilon \bigg\} \le C \varepsilon^{\frac23},\] for the mutual intersection local time of two independent 1-dimensional Brownian motions $B$ and $\tilde B$.

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