Page 1

Displaying 1 – 9 of 9

Showing per page

Chaos expansions and local times.

David Nualart, Josep Vives (1992)

Publicacions Matemàtiques

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.

Characterization of equilibrium measures for critical reversible Nearest Particle Systems

Thomas Mountford, Li Wu (2008)

Open Mathematics

We show that for critical reversible attractive Nearest Particle Systems all equilibrium measures are convex combinations of the upper invariant equilibrium measure and the point mass at all zeros, provided the underlying renewal sequence possesses moments of order strictly greater than 7 + 41 2 and obeys some natural regularity conditions.

Currently displaying 1 – 9 of 9

Page 1