Refinements of asymptotics at zero of Brownian self-intersection local times
Анотація
In this paper, we establish some estimates related to the Gaussian densities and to Hermite polynomials in order to obtain an almost sure estimate for each term of the Itô-Wiener expansion of the self-intersection local times of the Brownian motion. In dimension [Formula: see text] the self-intersection local times of the Brownian motion can be considered as a family of measures on the classical Wiener space. We provide some asymptotics relative to these measures. Finally, we try to estimate the quadratic Wasserstein distance between these measures and the Wiener measure.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
Stochastic integral of Hitsuda–Skorokhod type on the extended Fock space
Схоже за: Stochastic processes and financial applications · Holomorphic and Operator Theory · Random Matrices and Applications
Fractional Cox–Ingersoll–Ross process with non-zero «mean»
Схоже за: Stochastic processes and financial applications · Random Matrices and Applications
A limit theorem for singular stochastic differential equations
Схоже за: Stochastic processes and financial applications · Random Matrices and Applications
Itô stochastic integral. Itô formula. Tanaka formula
Схоже за: Stochastic processes and financial applications · Random Matrices and Applications
A generalization of operator stochastic integrals
Схоже за: Stochastic processes and financial applications · Random Matrices and Applications
Hilbert space-valued integral of operator-valued functions
Схоже за: Stochastic processes and financial applications · Random Matrices and Applications