On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials (Q2352760): Difference between revisions

Malliavin calculus has allowed considerable advance in the study of self-intersection Brownian local time. It is successfully used in the present article. First, a noncentral limit theorem concerning a Brownian modulus of continuity involving Riesz potentials is obtained. Here, the Hamiltonian quantifies a weak interaction of the Brownian local time. This Hamiltonian depends on a parameter \(\gamma\) which characterizes the repulsion, but the limit is a mixture of Gaussian processes not depending on \(\gamma\). When \(\gamma=1\), the Hamiltonian can be renormalized in such a way that each projection onto the various chaoses converges to a weighted Brownian motion, but the sum of the weights obtained by projection is divergent. Finally, a generalization of the above result is proved for a two-dimensional Brownian motion, after changing the normalization. Besides stochastic analysis, the main tools in the proofs are stochastic calculus, Fourier analysis and singular integrals.