Strong approximations of three-dimensional Wiener sausages
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Publication:879235
DOI10.1007/s10474-006-0525-7zbMath1127.60026arXivmath/0405413OpenAlexW2083991346MaRDI QIDQ879235
Publication date: 8 May 2007
Published in: Acta Mathematica Hungarica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0405413
Strong limit theorems (60F15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
Related Items (3)
Laws of the iterated logarithm for high-dimensional Wiener sausage ⋮ Limit theorems for a stable sausage ⋮ Laws of the iterated logarithm for intersections of Wiener sausages in critical dimensions
Cites Work
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- A local time approach to the self-intersections of Brownian paths in space
- A local time analysis of intersections of Brownian paths in the plane
- Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion)
- Fluctuation results for the Wiener sausage
- Central limit theorem for the intersection of two independent Wiener sausages
- Large and moderate deviations for intersection local times
- Tanaka's formula and renormalization for intersections of planar Brownian motion
- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
- Laws of the iterated logarithm for the range of random walks in two and three dimensions
- Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane
- Electrostatic capacity, heat flow, and brownian motion
- A large-deviation result for the range of random walk and for the Wiener sausage
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