{"title":"布朗自交局部时零处渐近性的改进","authors":"A. Dorogovtsev, N. Salhi","doi":"10.1142/s0219025723500182","DOIUrl":null,"url":null,"abstract":"In this article we establish some estimates related to the Gaussian densities and to Hermite polynomials in order to obtain an almost sure estimate for each term of the It\\^{o}-Wiener expansion of the self-intersection local times of the Brownian motion. In dimension $d\\geqslant 4$ the self-intersection local times of the Brownian motion can be considered as a family of measures on the classical Wiener space. We provide some asymptotics relative to these measures. Finally, we try to estimate the quadratic Wasserstein distance between these measures and the Wiener measure.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Refinements of asymptotics at zero of Brownian self-intersection local times\",\"authors\":\"A. Dorogovtsev, N. Salhi\",\"doi\":\"10.1142/s0219025723500182\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this article we establish some estimates related to the Gaussian densities and to Hermite polynomials in order to obtain an almost sure estimate for each term of the It\\\\^{o}-Wiener expansion of the self-intersection local times of the Brownian motion. In dimension $d\\\\geqslant 4$ the self-intersection local times of the Brownian motion can be considered as a family of measures on the classical Wiener space. We provide some asymptotics relative to these measures. Finally, we try to estimate the quadratic Wasserstein distance between these measures and the Wiener measure.\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2022-12-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1142/s0219025723500182\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/s0219025723500182","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Refinements of asymptotics at zero of Brownian self-intersection local times
In this article we establish some estimates related to the Gaussian densities and to Hermite polynomials in order to obtain an almost sure estimate for each term of the It\^{o}-Wiener expansion of the self-intersection local times of the Brownian motion. In dimension $d\geqslant 4$ the self-intersection local times of the Brownian motion can be considered as a family of measures on the classical Wiener space. We provide some asymptotics relative to these measures. Finally, we try to estimate the quadratic Wasserstein distance between these measures and the Wiener measure.