Chaos expansions and local times (Q2366853): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 07:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chaos expansions and local times |
scientific article |
Statements
Chaos expansions and local times (English)
0 references
17 August 1993
0 references
The Wiener chaos decomposition of the local time at zero is obtained for a multiparameter Wiener process. It is also shown that the local time belongs to the Sobolev space \(D^{k-1/2-\varepsilon/2}\) for any \(\varepsilon>0\) where \(k\) is the parameter dimensionality.
0 references
Wiener chaos decomposition
0 references
local time
0 references
multiparameter Wiener process
0 references
