Brownian intersection local times: Upper tail asymptotics and thick points
By W. König, Peter Mörters. 2002
52 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/23eaab06686bbe3365d1ee1e13f52a4b748acbd0
How researchers see this paper
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In Computational Theory and Mathematics
In Finance
- Yimin Xiao
- B. Mandel
- Xia Chen
- Wenbo V. Li
- Dongsheng Wu
- Davar Khoshnevisan
- Antoine Ayache
- Hermine Bierm'e
In Mathematical Physics
- Yimin Xiao
- B. Mandel
- Xia Chen
- Wenbo V. Li
- Dongsheng Wu
- Antoine Ayache
- Davar Khoshnevisan
- Adam J Harper
Citations in the corpus
- Random Fractals and Markov Processes (2005, background): “We mention that the thick points for the projected intersection local times of independent Brownian motions in Rd (d = 2, 3) have recently been studied by König and Mörters (2002), Dembo, Peres, Rosen and Zeitouni (2002).”
- Large and moderate deviations for intersection local times (2004, background): “Recently, König and Mörters (2002) obtained the upper tail asymptotics for the (projected) Brownian intersection local times on Rd , d ≥ 2, with application to thick points.”