Brownian intersection local times: Exponential moments and law of large masses

Details Brownian intersection local times: Exponential moments and law of large masses Brownian intersection local times: Exponential moments and law of large masses

2003-08-15

arxiv.org/abs/math/0308150v1

Mathematics

Probability

30 pages

Scientific paper

Consider p independent Brownian motions in R^d, each running up to its first exit time from an open domain B, and their intersection local time l as a measure on B. We give a sharp criterion for the finiteness of exponential moments, E[exp(\sum_{i=1}^n (int_B f_i(x) l(dx))^{1/p})], where f_1, ...,f_n are nonnegative, bounded functions with compact support in B. We also derive a law of large numbers for intersection local time conditioned to have large total mass.

Affiliated with

Also associated with

No associations

Rating

Brownian intersection local times: Exponential moments and law of large masses does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Brownian intersection local times: Exponential moments and law of large masses, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Brownian intersection local times: Exponential moments and law of large masses will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-329399