Chaos expansions and local times.
Nualart, David ; Vives, Josep
Publicacions Matemàtiques, Tome 36 (1992), p. 827-836 / Harvested from Biblioteca Digital de Matemáticas
Access to full text

In this note we prove that the Local Time at zero for a multiparametric Wiener process belongs to the Sobolev space Dk - 1/2 - ε,2 for any ε > 0. We do this computing its Wiener chaos expansion. We see also that this expansion converges almost surely. Finally, using the same technique we prove similar results for a renormalized Local Time for the autointersections of a planar Brownian motion.

Publié le : 1992-01-01
DMLE-ID : 4245 
@article{urn:eudml:doc:41755,
     title = {Chaos expansions and local times.},
     journal = {Publicacions Matem\`atiques},
     volume = {36},
     year = {1992},
     pages = {827-836},
     mrnumber = {MR1210022},
     zbl = {0787.60060},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:41755}
}

Nualart, David; Vives, Josep. Chaos expansions and local times.. Publicacions Matemàtiques, Tome 36 (1992) pp. 827-836. http://gdmltest.u-ga.fr/item/urn:eudml:doc:41755/