Repositorio

Chaos expansions and local times

Nualart, David, 1951-, Vives, Josep
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.
Repository: Recercat: Dipósit de la Recerca de Catalunya