arXiv subjects

Daniel Dobbs

Publications and source records attributed to Daniel Dobbs.

2 recordsLinked to original sources

arXiv2016

Small Deviations for Time-Changed Brownian Motions and Applications to Second-Order Chaos

We prove strong small deviations results for Brownian motion under independent time-changes satisfying their own asymptotic criteria. We then apply these results to certain stochastic integrals which are elements of second-order homogeneous chaos.

math.PR↗

arXiv2013

Smoothness of Heat Kernel Measures on Infinite-Dimensional Heisenberg-Like Groups

We study measures associated to Brownian motions on infinite-dimensional Heisenberg-like groups. In particular, we prove that the associated path space measure and heat kernel measure satisfy a strong definition of smoothness.

math.PR↗