Abstract
We use a Tanaka-like formula to explain Varadhan's renormalization of the formally infinite measure of Brownian self intersections given by $\int^T_0 \int^T_0 \delta(W_t - W_s) ds dt.$
Citation
Jay Rosen. "Tanaka's Formula and Renormalization for Intersections of Planar Brownian Motion." Ann. Probab. 14 (4) 1245 - 1251, October, 1986. https://doi.org/10.1214/aop/1176992365
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