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Theory of Stochastic Processes, 2011, Volume 17(33), Issue 1, Pages 28–38 (Mi thsp38)  

This article is cited in 2 scientific papers (total in 2 papers)

On regularization of the formal Fourier–Wiener transform of the self-intersection local time of a planar Gaussian process

A. A. Dorogovtsev, O. L. Izyumtseva

Institute of Mathematics of the Ukrainian Academy of Sciences, Kiev, Ukraine
Full-text PDF (178 kB) Citations (2)
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Abstract: The Fourier–Wiener transform of the formal expression for a multiple self-intersection local time is described in terms of an integral, which is divergent on the diagonals. The method of regularization we used in this work is related to the regularization of functions with nonintegrable singularities. The strong local nondeterminism property, which is more restrictive than the property of local nondeterminism introduced by S. Berman, is considered. Its geometrical meaning in the construction of the regularization is investigated. As an example, the problem of regularization is solved for a compact perturbation of the planar Wiener process.
Keywords: Multiple self-intersection local time, Fourier–Wiener transform, local nondeterminism.
Funding agency Grant number
State Fund for Fundamental Researches (Ukraine) F40.1/023
This work was partially supported by the State fund for fundamental researches of Ukraine and the Russian foundation for basic research under project F40.1/023.
Bibliographic databases:
Document Type: Article
MSC: 60G15, 60H40
Language: English
Citation: A. A. Dorogovtsev, O. L. Izyumtseva, “On regularization of the formal Fourier–Wiener transform of the self-intersection local time of a planar Gaussian process”, Theory Stoch. Process., 17(33):1 (2011), 28–38
Citation in format AMSBIB
\Bibitem{DorIzy11}
\by A.~A.~Dorogovtsev, O.~L.~Izyumtseva
\paper On regularization of the formal Fourier--Wiener transform of the self-intersection local time of a planar Gaussian process
\jour Theory Stoch. Process.
\yr 2011
\vol 17(33)
\issue 1
\pages 28--38
\mathnet{http://mi.mathnet.ru/thsp38}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3076554}
\zmath{https://zbmath.org/?q=an:1249.60073}
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  • https://www.mathnet.ru/eng/thsp38
  • https://www.mathnet.ru/eng/thsp/v17/i1/p28
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Theory of Stochastic Processes
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    References:29
     
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