Q1099506
type: Item
instance of: scholarly article
title: 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)
zbMATH Open document ID: 0638.60083
DOI: 10.1007/BF01794433
author: Jean Bertoin
publication date: 1989-01-01T00:00:00Z
review text: 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.
reviewed by: Jean Bertoin
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 4040991
zbMATH Keywords: Brownian motion
zbMATH Keywords: Dirichlet processes
zbMATH Keywords: Riesz potentials
zbMATH Keywords: fractional powers of Laplacian
zbMATH Keywords: Brownian local times
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01794433
OpenAlex ID: W2064773778
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
label: 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)
description: scientific article; zbMATH DE number 4040991