Please use this identifier to cite or link to this item: 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)

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