Chaos expansions and local times

Nualart, David; Vives i Santa Eulàlia, Josep

Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/132481

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DC Field	Value	Language
dc.contributor.author	Nualart, David, 1951-	-
dc.contributor.author	Vives i Santa Eulàlia, Josep, 1963-	-
dc.date.accessioned	2019-04-26T13:21:09Z	-
dc.date.available	2019-04-26T13:21:09Z	-
dc.date.issued	1992	-
dc.identifier.issn	0214-1493	-
dc.identifier.uri	http://hdl.handle.net/2445/132481	-
dc.description.abstract	In this note we prove that the Local Time at zero for a multipararnetric Wiener process belongs to the Sobolev space Dk- z-,,2 for any e > 0. We do this computing its Wiener chaos expansion We see also that this expansion converges almost surely . Finally, using the same teclrnique we prove similar results for a renormalized Local Time for the auto¡ ntersections of a planar Brownian motion.	-
dc.format.extent	10 p.	-
dc.format.mimetype	application/pdf	-
dc.language.iso	eng	-
dc.publisher	Universitat Autònoma de Barcelona	-
dc.relation.isformatof	Reproducció del document publicat a: https://doi.org/10.5565/PUBLMAT_362B92_07	-
dc.relation.ispartof	Publicacions Matemàtiques, 1992, vol. 36, num. 2, p. 827-836	-
dc.relation.uri	https://doi.org/10.5565/PUBLMAT_362B92_07	-
dc.rights	(c) Universitat Autònoma de Barcelona, 1992	-
dc.source	Articles publicats en revistes (Matemàtiques i Informàtica)	-
dc.subject.classification	Caos (Teoria de sistemes)	-
dc.subject.other	Chaotic behavior in systems	-
dc.title	Chaos expansions and local times	-
dc.type	info:eu-repo/semantics/article	-
dc.type	info:eu-repo/semantics/publishedVersion	-
dc.identifier.idgrec	073066	-
dc.date.updated	2019-04-26T13:21:09Z	-
dc.rights.accessRights	info:eu-repo/semantics/openAccess	-
Appears in Collections:	Articles publicats en revistes (Matemàtiques i Informàtica)

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