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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
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.
Citation:
O. L. Izyumtseva, “On the local times for Gaussian integrators”, Theory Stoch. Process., 19(35):1 (2014), 11–25
Linking options:
https://www.mathnet.ru/eng/thsp2 https://www.mathnet.ru/eng/thsp/v19/i1/p11
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Abstract page: | 143 | Full-text PDF : | 77 | References: | 53 |
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