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

zbMath1249.60073arXiv1105.3892MaRDI QIDQ2896738

Andrey A. Dorogovtsev, O. L. Izyumtseva

Publication date: 16 July 2012

Full work available at URL: https://arxiv.org/abs/1105.3892

zbMATH Keywords

local nondeterminismFourier-Wiener transformmultiple self-intersection local time

Mathematics Subject Classification ID

Gaussian processes (60G15) White noise theory (60H40)

Related Items (3)

Properties of Gaussian local times ⋮ Local times of self-intersection ⋮ Asymptotics of intersection local time for diffusion processes

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