Chaos expansions and local times
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 simil...
| Autores: | , |
|---|---|
| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 1992 |
| País: | España |
| Institución: | Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
| Repositorio: | Recercat. Dipósit de la Recerca de Catalunya |
| OAI Identifier: | oai:recercat.cat:2445/132481 |
| Acceso en línea: | https://hdl.handle.net/2445/132481 |
| Access Level: | acceso abierto |
| Palabra clave: | Caos (Teoria de sistemes) Chaotic behavior in systems |
| Sumario: | 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. |
|---|