Theory of Stochastic Processes
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Theory Stoch. Process.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Theory of Stochastic Processes, 2014, Volume 19(35), Issue 1, Pages 62–90 (Mi thsp7)  

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
References:
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.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-90406_Укр_а
This work was partially supported by the Presidium of National Academy of Sciences of Ukraine as part of the joint scientific project with the Russian foundation of fundamental research, project number 09-01-14.
Bibliographic databases:
Document Type: Article
MSC: 60J60, 60J55
Language: English
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
Citation in format AMSBIB
\Bibitem{Rud14}
\by A.~V.~Rudenko
\paper Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times
\jour Theory Stoch. Process.
\yr 2014
\vol 19(35)
\issue 1
\pages 62--90
\mathnet{http://mi.mathnet.ru/thsp7}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=3337135}
\zmath{https://zbmath.org/?q=an:1313.60142}
Linking options:
  • https://www.mathnet.ru/eng/thsp7
  • https://www.mathnet.ru/eng/thsp/v19/i1/p62
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Theory of Stochastic Processes
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025