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1992

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

Chaos expansions and local times

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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.

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https://doi.org/10.5565/PUBLMAT_362B92_07

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Caos (Teoria de sistemes)

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Chaotic behavior in systems

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Articles publicats en revistes (Matemàtiques i Informàtica)

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NUALART, David and VIVES I SANTA EULÀLIA, Josep. Chaos expansions and local times. Publicacions Matemàtiques. 1992. Vol. 36, num. 2, pags. 827-836. ISSN 0214-1493. [consulted: 9 of October of 2026]. Available at: https://hdl.handle.net/2445/132481

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