Chaos expansions and local times (Q2366853)
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scientific article; zbMATH DE number 232309
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| English | Chaos expansions and local times |
scientific article; zbMATH DE number 232309 |
Statements
Chaos expansions and local times (English)
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17 August 1993
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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.
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Wiener chaos decomposition
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local time
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multiparameter Wiener process
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0.8239736557006836
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0.8111714720726013
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0.8068889379501343
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0.8027613759040833
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