Chaos expansions and local times

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.date.updated	2019-04-26T13:21:09Z
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.identifier.idgrec	073066
dc.identifier.issn	0214-1493
dc.identifier.uri	https://hdl.handle.net/2445/132481
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.rights.accessRights	info:eu-repo/semantics/openAccess
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

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