Author(s): Bock, Wolfgang ; Oliveira, Maria João ; Silva, José Luís da ; Streit, Ludwig
Date: 2015
Persistent ID: http://hdl.handle.net/10400.2/4474
Origin: Repositório Aberto da Universidade Aberta
Project/scholarship: info:eu-repo/grantAgreement/FCT/3599-PPCDT/PTDC%2FMAT-STA%2F1284%2F2012/PT;
Subject(s): Edwards model; Self-intersection local time; Varadhan renormalization; White noise analysis
Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the centered approximate self-intersection local time of planar Brownian motion.
Financial support of FCT through the research project PTDC/MAT-STA/1284/2012 is gratefully acknowledged. W. B. and J. L. S. also would like to thank for financial support of IGK and DFG through SFB-701 (University of Bielefeld), respectively.
