Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Olga Izyumtseva"'
Autor:
Andrey, Dorogovtsev, Olga, Izyumtseva
In the paper Dynkin construction for self-intersection local time of planar Wiener process is extended on Hilbert-valued weights.
Comment: 14 pages
Comment: 14 pages
Externí odkaz:
http://arxiv.org/abs/1708.00608
Autor:
Andrey A. Dorogovtsev, Olga Izyumtseva
Publikováno v:
Lithuanian Mathematical Journal. 59:519-534
In the paper, we investigate the intersection local time for two correlated Brownian motions on the plane that form a diffusion process in ℝ4 associated with a divergence-form generator. Using Gaussian heat kernel bounds, we prove the existence of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ef0c4c14596106b055113438f1fcac5f
https://doi.org/10.1007/s10986-019-09466-5
https://doi.org/10.1007/s10986-019-09466-5
Autor:
Olga Izyumtseva, Andrey A. Dorogovtsev
Publikováno v:
Stochastics. 91:143-154
Dynkin's construction for self-intersection local time of a planar Wiener process is extended to Hilbert-valued weights. In Dynkin's construction, the weight is bounded and measurable. Since the we...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::49df3f3c88620598e8f745b473d4f0fa
https://doi.org/10.1080/17442508.2018.1521412
https://doi.org/10.1080/17442508.2018.1521412
Autor:
Olga Izyumtseva, Andrey A. Dorogovtsev
Publikováno v:
Lithuanian Mathematical Journal. 55:489-505
We investigate properties of local time for one class of Gaussian processes. These processes are called integrators since every function from L2([0; 1]) can be integrated over it. Using the white noise representation, we can associate integrators wit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::360f306dffc0a2f2de787488602db7cc
https://doi.org/10.1007/s10986-015-9294-8
https://doi.org/10.1007/s10986-015-9294-8
Autor:
Olga Izyumtseva
Publikováno v:
Communications on Stochastic Analysis. 10
In present paper we prove an existence and give a moments estimate for the local time of Gaussian integrators. Every Gaussian integrator is associated with a continuous linear operator in the space of square integrable functions via white noise repre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ebe59c32e8adaef6ad1168834749bfb4
https://doi.org/10.31390/cosa.10.1.07
https://doi.org/10.31390/cosa.10.1.07
In the article we present chaotic decomposition and analog of the Clark formula for the local time of Gaussian integrators. Since the integral with respect to Gaussian integrator is understood in Skorokhod sense, then there exist more than one Clark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::60c872314f05a024761bfd84a1b97e8b
Autor:
Andrey A. Dorogovtsev, Olga Izyumtseva
Publikováno v:
Communications on Stochastic Analysis. 7
The new class of Gaussian processes which are obtained by a compact perturbation in the reproducing kernel of Wiener process is in- troduced. The nite families of increments of our processes on small time intervals behave as increments of Wiener proc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e21a90d2c087c5c8a066e89ac8ec58fe
https://doi.org/10.31390/cosa.7.2.11
https://doi.org/10.31390/cosa.7.2.11