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СЕМИНАРЫ |
Городской семинар по теории вероятностей и математической статистике
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Some asymptotics related to generalized self-intersection local times of the Brownian motion Naoufel Salhi |
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Аннотация: Let $$ \rho(u)= \int _{\Delta_2} \delta_u \big(B(t)-B(s) \big) dsdt, $$ where $$ W_0^d=\left\lbrace \omega :[0,1]\to \mathbb{R}^d\,\big| \omega \text{ is continuous and } \omega(0)=0\right\rbrace. $$ We provide some asymptotics for the generalized self-intersection local time |