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Another view on the local time of self-intersections for a function of the Wiener process
O. Izyumtseva Institute of Mathematics of Ukrainian National Academy of Sciences
Аннотация:
The article is devoted to the local time of self-intersections for the process $F(w),$ where $F: {\mathbb R}^2\to{\mathbb R}^2$ is smooth function, and $w$ is the standard planar Brownian motion. We present the local time of self-intersections for the process $F(w)$ in terms of a manifold.
Ключевые слова:
Local time, local time of self-intersections, renormalization of local time.
Образец цитирования:
O. Izyumtseva, “Another view on the local time of self-intersections for a function of the Wiener process”, Theory Stoch. Process., 15(31):2 (2009), 119–125
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp89 https://www.mathnet.ru/rus/thsp/v15/i2/p119
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Страница аннотации: | 103 | PDF полного текста: | 30 | Список литературы: | 30 |
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