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http://hdl.handle.net/2445/132481
Title: | Chaos expansions and local times |
Author: | Nualart, David, 1951- Vives i Santa Eulàlia, Josep, 1963- |
Keywords: | Caos (Teoria de sistemes) Chaotic behavior in systems |
Issue Date: | 1992 |
Publisher: | Universitat Autònoma de Barcelona |
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. |
Note: | Reproducció del document publicat a: https://doi.org/10.5565/PUBLMAT_362B92_07 |
It is part of: | Publicacions Matemàtiques, 1992, vol. 36, num. 2, p. 827-836 |
URI: | http://hdl.handle.net/2445/132481 |
Related resource: | https://doi.org/10.5565/PUBLMAT_362B92_07 |
ISSN: | 0214-1493 |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
Files in This Item:
File | Description | Size | Format | |
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073066.pdf | 177.22 kB | Adobe PDF | View/Open |
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