Exponential asymptotics for Brownian self-intersection local times under Dalang's condition (Q6136788)
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scientific article; zbMATH DE number 7790266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential asymptotics for Brownian self-intersection local times under Dalang's condition |
scientific article; zbMATH DE number 7790266 |
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Exponential asymptotics for Brownian self-intersection local times under Dalang's condition (English)
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17 January 2024
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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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Brownian motion
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Dalang's condition
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Ornstein-Uhlenbeck process
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self-intersection local times
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