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Resumen de Chaos expansions and local times

Josep Vives Santa-Eulàlia Árbol académico, David Nualart Rodón Árbol académico

  • In this note we prove that the Local Time at zero for a multiparametric Wiener process belongs to the Sobolev space Dk - 1/2 - e,2 for any e > 0. We do this computing its Wiener chaos expansion. We see also that this expansion converges almost surely. Finally, using the same technique we prove similar results for a renormalized Local Time for the autointersections of a planar Brownian motion.

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