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math.PR2024
Universal generalized functionals and finitely absolutely continuous measures on Banach spaces
A. A. Dorogovtsev, Naoufel Salhi
In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely…
math.PR2024
Large deviation principle for generalized multiple intersection local times of multidimensional Brownian motion
Andrey A. Dorogovtsev, Naoufel Salhi
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…