dc.contributor.author Deya, Aurelien dc.contributor.author Nualart, David dc.contributor.author Tindel, Samy dc.date.accessioned 2016-12-13T21:25:38Z dc.date.available 2016-12-13T21:25:38Z dc.date.issued 2015-05-05 dc.identifier.citation Deya, AurÃ©lien, David Nualart, and Samy Tindel. "On L2 Modulus of Continuity of Brownian Local times and Riesz Potentials." The Annals of Probability 43.3 (2015): 1493-534. en_US dc.identifier.uri http://hdl.handle.net/1808/22233 dc.description.abstract 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) Central limit theorems for the projections of L2L2 modulus of continuity for a one-dimensional Brownian motion. (c) Extension of the second result to a two-dimensional Brownian motion. Our proofs rely on a combination of stochastic calculus and Malliavin calculus tools, plus a thorough analysis of singular integrals. en_US dc.publisher Institute of Mathematical Statistics en_US dc.subject Brownian motion en_US dc.subject Local time en_US dc.subject Malliavin calculus en_US dc.title On L2 modulus of continuity of Brownian local times and Riesz potentials en_US dc.type Article en_US kusw.kuauthor Nualart, David kusw.kudepartment Mathematics en_US dc.identifier.doi 10.1214/13-AOP904 en_US kusw.oaversion Scholarly/refereed, publisher version en_US kusw.oapolicy This item meets KU Open Access policy criteria. en_US dc.rights.accessrights openAccess
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