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Journal Articles Annals of Probability Year : 2015

On L2 modulus of continuity of Brownian local times and Riesz potentials

Abstract

This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus on 3 closely related problems: (a) Limit theorem for a Brownian modulus of continuity involving Riesz potentials, where the limit law is an intricate Gaussian mixture. (b) Central limit theorems for the projections of L2 modulus of continuity for a 1-dimensional Brownian motion. (c) Extension of the second result to a 2-dimensional Brownian motion. Our proofs rely on a combination of stochastic calculus and Malliavin calculus tools, plus a thorough analysis of singular integrals.
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Dates and versions

hal-00814171 , version 1 (16-04-2013)
hal-00814171 , version 2 (10-06-2015)

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Aurélien Deya, David Nualart, Samy Tindel. On L2 modulus of continuity of Brownian local times and Riesz potentials. Annals of Probability, 2015, 43 (3), pp.1493-1534. ⟨10.1214/13-AOP904⟩. ⟨hal-00814171v2⟩
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