Properties of Gaussian local times

Autor: Olga Izyumtseva, Andrey A. Dorogovtsev
Rok vydání: 2015
Předmět:
Zdroj: Lithuanian Mathematical Journal. 55:489-505
ISSN: 1573-8825
0363-1672
DOI: 10.1007/s10986-015-9294-8
Popis: 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 with continuous linear operators in L2([0; 1]). In terms of these operators, we discuss the existence and properties of local time for integrators. Also, we study the asymptotic behavior of Brownian self-intersection local time as its end-point tends to infinity.
Databáze: OpenAIRE
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