Exponential asymptotics for Brownian self-intersection local times under Dalang's condition

DOI10.1214/23-EJP985MaRDI QIDQ6136788zbMATH OpenFDO

Authors

Publication date 17 January 2024

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/23-EJP985

zbMATH Keywords

Brownian motionDalang's conditionOrnstein-Uhlenbeck processself-intersection local times

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Review text

The author investigates the exponential asymptotics for Brownian self-intersection times under Dalang's condition -- a condition provided by \textit{R. C. Dalang} [Electron. J. Probab. 4, Paper No. 6, 29 p. (1999; Zbl 0922.60056)] related to solving parabolic Anderson equation with a Gaussian noise. The result includes the setting of non-homogeneous interaction functions.

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Cites work

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• Large deviations for Riesz potentials of additive processes
• Parabolic Anderson model with rough or critical Gaussian noise
• Quenched asymptotics for Brownian motion in generalized Gaussian potential
• Random walk intersections. Large deviations and related topics

Cited in

(2)

• Exponential asymptotics for p-multiple self-intersection local time of 1-d diffusion process
• Hyperbolic Anderson equations with general time-independent Gaussian noise: Stratonovich regime

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