Applications des processus de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien. (Applications of Dirichlet processes to local times and local times of intersections of Brownian motions) (Q1099506)
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scientific article; zbMATH DE number 4040991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications des processus de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien. (Applications of Dirichlet processes to local times and local times of intersections of Brownian motions) |
scientific article; zbMATH DE number 4040991 |
Statements
Applications des processus de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien. (Applications of Dirichlet processes to local times and local times of intersections of Brownian motions) (English)
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1989
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A large class of integrals related to the Brownian motion in \({\mathbb{R}}^ d \)is shown to belong locally to the space of weak Dirichlet processes. Riesz transforms, Riesz potentials and fractional powers of Laplacian of Brownian local times of intersection are studied. We deduce new limit theorems for certain double integrals concerning the Brownian motion.
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Brownian motion
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Dirichlet processes
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Riesz potentials
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fractional powers of Laplacian
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Brownian local times
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