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math.PR2024

Small deviation for the mutual intersection local time of Brownian motions

Xia Chen, Jian Song

In this note, we establish the bounds \[ c\varepsilon^{\frac23}\le P\bigg\{\int_0^1\!\!\int_0^1δ_0(B_s-\tilde{B}_r)dsdr\le \varepsilon \bigg\} \le C \varepsilon^{\frac23},\] for t…