Brownian intersection local times: Exponential moments and law of large masses
| dc.creator | Koenig, Wolfgang | |
| dc.creator | Moerters, Peter | |
| dc.date | 2003-08-15 | |
| dc.date.accessioned | 2026-07-07T05:00:26Z | |
| dc.date.available | 2026-07-07T05:00:26Z | |
| dc.description | 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. | |
| dc.description | 30 pages | |
| dc.identifier | https://arxiv.org/abs/math/0308150 | |
| dc.identifier | http://arxiv.org/abs/math/0308150 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/68324 | |
| dc.subject | Probability | |
| dc.subject | 60J65, 60J55, 60F10 | |
| dc.title | Brownian intersection local times: Exponential moments and law of large masses | |
| dc.type | text |