368 citations
- Brookhaven National LaboratoryUS16 papers
- Thomas Jefferson National Accelerator FacilityUS11 papers
- University of VirginiaUS11 papers
- Center for Astrophysics Harvard & SmithsonianUS10 papers
- RIKEN BNL Research CenterUS10 papers
- University of EdinburghGB9 papers
- A. Alikhanyan National LaboratoryAM8 papers
- Duke UniversityUS8 papers
- Florida International UniversityUS8 papers
- James Madison UniversityUS8 papers
- Rensselaer Polytechnic InstituteUS8 papers
- University of SouthamptonGB8 papers
4 papers · 2 filters
Large deviations for renormalized self-intersection local times of stable processes
Richard Bass, Xia Chen, Jay Rosen
We study large deviations for the renormalized self-intersection local time of d-dimensional stable processes of index β\in (2d/3,d]. We find a difference between the upper and low…
Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
Richard F. Bass, Xia Chen, Jay Rosen
Let B_n be the number of self-intersections of a symmetric random walk with finite second moments in the integer planar lattice. We obtain moderate deviation estimates for B_n - E…
Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm
Richard F. Bass, Xia Chen
If β_t is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee^{γβ_1} is finite or infinite in terms of the best constant of a Gagliardo-Ni…
Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
Siva R. Athreya, Richard F. Bass, Maria Gordina +1
We consider the operator $$\sL f(x)=\tfrac12 \sum_{i,j=1}^\infty a_{ij}(x)\frac{\del^2 f}{\del x_i \del x_j}(x)-\sum_{i=1}^\infty \lam_i x_i b_i(x) \frac{\del f}{\del x_i}(x).$$ We…