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Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times
A. V. Rudenko Institute of mathematics of NAS of Ukraine
Abstract:
For a specific Brownian motion on a Carnot group several estimates for its transition density are established, which are uniform w.r.t. external parameter. These estimates can be used for studying functionals of any Brownian motion on a Carnot group. As an application we show the existence of the renormalized local time for the increments of Levy area. This result has a lot in common with the well-known existence of the renormalized self-intersection local time for two-dimensional Brownian motion.
Keywords:
Brownian motion on Carnot group, Hormander condition, local time, Levy area.
Citation:
A. V. Rudenko, “Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times”, Theory Stoch. Process., 19(35):1 (2014), 62–90
Linking options:
https://www.mathnet.ru/eng/thsp7 https://www.mathnet.ru/eng/thsp/v19/i1/p62
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