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- W1579348523 abstract "This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus on 3 closely related problems: (a) Limit theorem for a Brownian modulus of continuity involving Riesz potentials, where the limit law is an intricate Gaussian mixture. (b) Central limit theorems for the projections of L2 modulus of continuity for a 1-dimensional Brownian motion. (c) Extension of the second result to a 2-dimensional Brownian motion. Our proofs rely on a combination of stochastic calculus and Malliavin calculus tools, plus a thorough analysis of singular integrals." @default.
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- W1579348523 date "2015-05-01" @default.
- W1579348523 modified "2023-09-30" @default.
- W1579348523 title "On L2 modulus of continuity of Brownian local times and Riesz potentials" @default.
- W1579348523 doi "https://doi.org/10.1214/13-aop904" @default.
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