Title:
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Chaos expansions and local times
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Author:
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Nualart, David, 1951-; Vives, Josep
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Other authors:
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Universitat de Barcelona |
Abstract:
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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. |
Subject(s):
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-Caos (Teoria de sistemes) -Chaotic behavior in systems |
Rights:
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(c) Universitat Autònoma de Barcelona, 1992
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Document type:
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Article Article - Published version |
Published by:
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Universitat Autònoma de Barcelona
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