... zero thanks to the positivity of theintegrand. Therefore, Hd ≥ 2 implies thatlimε→0Var(ε,T) = +∞.This completes the proof of Theorem 2. 4. Smoothness of the intersection local timeIn ... +12u2|ξ|2VarSH,1t−SH,1sfor all t, s ≥ 0.3. Existence of the intersection local timeThe aim of this section is to prove the existence of the intersectionlocal time of SHandSH, for an H =12and d ... analysis of intersections of Brownian paths in the plane. Ann. Probab. 12:86–107 (1984)[4] Imkeller, P, P´erez–Abreu, V, Vives, J: Chaos expansion of double intersectionlocal time of Brownian...