Brownian intersection local times: Exponential moments and law of large masses

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Consider p independent Brownian motions in R^d, each running up to its first exit time from an open domain B, and their intersection local time l as a measure on B. We give a sharp criterion for the finiteness of exponential moments, E[exp(\sum_{i=1}^n (int_B f_i(x) l(dx))^{1/p})], where f_1, ...,f_n are nonnegative, bounded functions with compact support in B. We also derive a law of large numbers for intersection local time conditioned to have large total mass.
30 pages

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Probability, 60J65, 60J55, 60F10

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http://salesiana.dossiersoluciones.com/handle/123456789/68324

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0308150
 http://arxiv.org/abs/math/0308150

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arXiv