Displaying similar documents to “Multivariate normal approximation using Stein’s method and Malliavin calculus”

Chaos expansions and local times.

David Nualart, Josep Vives (1992)

Publicacions Matemàtiques

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In this note we prove that the Local Time at zero for a multiparametric Wiener process belongs to the Sobolev space D 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.