Large Deviations for Brownian Intersection Measures
We consider p independent Brownian motions in ℝd. We assume that p ≥ 2 and p(d- 2) < d. Let ℓt denote the intersection measure of the p paths by time t, i.e., the random measure on ℝd that assigns to any measurable set A ⊂ ℝd the amount of intersection local time of the motions spent in A by tim...
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| Format: | Doctoral Thesis |
| Language: | English |
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Universitätsbibliothek Leipzig
2011
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| Online Access: | http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-74762 http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-74762 http://www.qucosa.de/fileadmin/data/qucosa/documents/7476/thesis_final.pdf |