2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2013
Small Deviations for Time-Changed Brownian Motions and Applications to Second-Order Chaos
Daniel Dobbs, Tai Melcher
We prove strong small deviations results for Brownian motion under independent time-changes satisfying their own asymptotic criteria. We then apply these results to certain stochas…
math.PR2012★ 2 cited
Smoothness of Heat Kernel Measures on Infinite-Dimensional Heisenberg-Like Groups
Daniel Dobbs, Tai Melcher
We study measures associated to Brownian motions on infinite-dimensional Heisenberg-like groups. In particular, we prove that the associated path space measure and heat kernel meas…