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arXiv · 2406.07173

Large deviation principle for generalized multiple intersection local times of multidimensional Brownian motion

Andrey A. Dorogovtsev·Naoufel Salhi
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Abstract

In this paper we consider examples of positive generalized Wiener functions and we establish a large deviation principle for the generalized multiple intersection local time of the multidimensional Brownian motion.

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Andrey A. Dorogovtsev, Naoufel Salhi. 2024-06-11. Large deviation principle for generalized multiple intersection local times of multidimensional Brownian motion. https://arxiv.org/abs/2406.07173

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