Wenbo V. Li

activity

19962014

most citedSmall value probabilities for supercritical branching processes with immigration

11 citations · 14 across the 10 of their papers we have counts for

collaborators

Showing 2009 · math.PRShow all

2 papers · 2 filters

math.PR2009

Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes

Xia Chen, Wenbo V. Li, Jan Rosinski +1

In this paper we prove exact forms of large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. We also show tha…

math.PR2009★ 2 cited

A CLT for the L^{2} modulus of continuity of Brownian local time

Xia Chen, Wenbo Li, Michael B. Marcus +1

Let ${L_{t}^{x}; (x, t) \in R^{1} \times R_{+}^{1}}$ denote the local time of Brownian motion and \[ α_{t}:=\int_{-\infty}^{\infty} (L^{x}_{t})^{2} dx . \] Let $η = N (0, 1)$ be indepe…