JOURNAL ARTICLE

Refinements of asymptotics at zero of Brownian self-intersection local times.

  • Published In: Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2024, v. 27, n. 2. P. 1 1 of 3

  • Database: Academic Search Ultimate 2 of 3

  • Authored By: Dorogovtsev, A. A.; Salhi, Naoufel 3 of 3

Abstract

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 d ≥ 4 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. [ABSTRACT FROM AUTHOR]

Additional Information

  • Source:Infinite Dimensional Analysis, Quantum Probability & Related Topics. 2024/06, Vol. 27, Issue 2, p1
  • Document Type:Article
  • Subject Area:History
  • Publication Date:2024
  • ISSN:0219-0257
  • DOI:10.1142/S0219025723500182
  • Accession Number:177778551
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