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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2014 Volume 19(35), Issue 1, Pages 62–90 (Mi thsp7)

Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times

A. V. Rudenko

Institute of mathematics of NAS of Ukraine

Abstract: For a specific Brownian motion on a Carnot group several estimates for its transition density are established, which are uniform w.r.t. external parameter. These estimates can be used for studying functionals of any Brownian motion on a Carnot group. As an application we show the existence of the renormalized local time for the increments of Levy area. This result has a lot in common with the well-known existence of the renormalized self-intersection local time for two-dimensional Brownian motion.

Keywords: Brownian motion on Carnot group, Hormander condition, local time, Levy area.

MSC: 60J60, 60J55

Language: English



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© Steklov Math. Inst. of RAS, 2024