Chaos expansions and local times.

Nualart, David, and Vives, Josep. "Chaos expansions and local times.." Publicacions Matemàtiques 36.2B (1992): 827-836. <http://eudml.org/doc/41755>.

@article{Nualart1992,
abstract = {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 &gt; 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.},
author = {Nualart, David, Vives, Josep},
journal = {Publicacions Matemàtiques},
keywords = {Wiener chaos decomposition; local time; multiparameter Wiener process},
language = {eng},
number = {2B},
pages = {827-836},
title = {Chaos expansions and local times.},
url = {http://eudml.org/doc/41755},
volume = {36},
year = {1992},
}

TY - JOUR
AU - Nualart, David
AU - Vives, Josep
TI - Chaos expansions and local times.
JO - Publicacions Matemàtiques
PY - 1992
VL - 36
IS - 2B
SP - 827
EP - 836
AB - 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 &gt; 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.
LA - eng
KW - Wiener chaos decomposition; local time; multiparameter Wiener process
UR - http://eudml.org/doc/41755
ER -