Properties of Gaussian local times

DOI10.1007/s10986-015-9294-8zbMath1330.60096arXiv1410.4924OpenAlexW2209886066MaRDI QIDQ904332

Olga Izyumtseva, Andrey A. Dorogovtsev

Publication date: 13 January 2016

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.4924

zbMATH Keywords

Gaussian processeswhite noiselocal timeslocal nondeterminismBrownian self-intersection local time

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Sample path properties (60G17) White noise theory (60H40) Local time and additive functionals (60J55)

Related Items (2)

Local times of self-intersection ⋮ Clark representation for local times of self-intersection of Gaussian integrators

Cites Work

• Limit laws for the energy of a charged polymer
• Lectures on stochastic differential equations and Malliavin calculus
• Wiener sausage and self-intersection local times
• Spectral conditions for local nondeterminism
• Regularized self-intersection local times of planar Brownian motion
• Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
• Joint continuity of renormalized intersection local times
• A property of Brownian motion paths
• On regularization of formal Fourier--Wiener transform of the self-intersection local time of planar Gaussian process
• Gaussian Hilbert Spaces
• Stochastic integration and one class of Gaussian random processes
• Smoothing Problem in Anticipating Scenario
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