On L2 modulus of continuity of Brownian local times and Riesz potentials

اسناد مشابه

• Stochastic integral representation of the L modulus of Brownian local time and a central limit theorem

  سند علمی۲۰۰۹Yaozhong Hu, David Nualart

  The purpose of this note is to prove a central limit theorem for the L -modulus of continuity of the Brownian local time obtained in [2], using techniques of stochastic analysis. The main ingredients of the proof are an asymptotic version of Knight’s theorem and the Clark-Ocone f

• Stochastic integral representation of the $L^2$ modulus of Brownian local time and a central limit theorem

  مقاله‌ی دسترسی آزاد۲۰۰۹Electronic Communications in ProbabilityYaozhongHu, DavidNualart

• On L2 Modulus of Continuity of Brownian Local times and Riesz Potentials by Aurélien Deya,

  سند علمی۲۰۱۵DAVID NUALART, SAMY TINDEL, S. TINDEL

  This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus on three closely related problems: (a) Limit theorem for a Brownian modulus of continuity involving Riesz potentials, where the limit law is an intricate Gaussian mixture. (b) Cen

• On L Modulus of Continuity of Brownian Local times and Riesz Potentials

  سند علمی۲۰۱۳AURÉLIEN DEYA, SAMY TINDEL, S. TINDEL

  Abstract. This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus on 3 closely related problems: (a) Limit theorem for a Brownian modulus of continuity involving Riesz potentials, where the limit law is an intricate Gaussian mixture. (

• A CLT for the L modulus of continuity of Brownian local time

  سند علمی۲۰۰۹Xia Chen, Wenbo Li, Michael B. Marcus, Jay Rosen

  Let {Lt ; (x, t) ∈ R1 ×R1 +} denote the local time of Brownian motion and αt := ∫ ∞ −∞ (Lt ) 2 dx. Let η = N(0, 1) be independent of αt. For each fixed t ∫∞ −∞(L x+h t − Lt )2 dx− 4ht h3/2 L → ( 64 3 )1/2 √ αt η, as h → 0. Equivalently ∫∞ −∞(L x+1 t − Lt )2 dx− 4t t3/4 L → ( 64 3

• On L2 modulus of continuity of Brownian local times and Riesz potentials

  مقاله‌ی دسترسی آزاد۲۰۱۵The Annals of ProbabilityAurélienDeya, DavidNualart, SamyTindel