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Theory of Stochastic Processes, 2014, Volume 19(35), Issue 1, Pages 11–25 (Mi thsp2)  

This article is cited in 1 scientific paper (total in 1 paper)

On the local times for Gaussian integrators

O. L. Izyumtseva

Institute of Mathematics, Ukrainian National Academy of Sciences, Tereshchenkivska str. 3, 01601, Kiev, Ukraine
Full-text PDF (331 kB) Citations (1)
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Abstract: For the Gaussian integrators with values in $\mathbb{R}$ and $\mathbb{R}^2$ the properties of the local time is investigated in terms of the operator which determines the geometry of covariance function. The explicit formula for the modulus of continuity of Gaussian integrators is obtained.
Keywords: Integrator, white noise, local time, self-intersection local time, local nondeterminism, modulus of continuity.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-90406_Укр_а
This work was partially supported by the Presidium of National Academy of Sciences of Ukraine as part of the joint scientific project with the Russian foundation of fundamental research, project number 09-01-14.
Bibliographic databases:
Document Type: Article
Language: English
Citation: O. L. Izyumtseva, “On the local times for Gaussian integrators”, Theory Stoch. Process., 19(35):1 (2014), 11–25
Citation in format AMSBIB
\Bibitem{Izy14}
\by O.~L.~Izyumtseva
\paper On the local times for Gaussian integrators
\jour Theory Stoch. Process.
\yr 2014
\vol 19(35)
\issue 1
\pages 11--25
\mathnet{http://mi.mathnet.ru/thsp2}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3337130}
\zmath{https://zbmath.org/?q=an:1313.60067}
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  • https://www.mathnet.ru/eng/thsp/v19/i1/p11
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Theory of Stochastic Processes
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