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, Aurélien, 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 | |