Compléments aux formules de Tanaka-Rosen
We establish posterior consistency for non-parametric Bayesian estimation of the dispersion coefficient of a time-inhomogeneous Brownian motion.
We study γk(x2, …, xk; t), the k-fold renormalized self-intersection local time for brownian motion in R1. Our main result says that γk(x2, …, xk; t) is continuously differentiable in the spatial variables, with probability 1.