Hilbert-valued self-intersection local times for planar Brownian motion
| Autor: | Olga Izyumtseva, Andrey A. Dorogovtsev |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
Statistics and Probability
Pure mathematics Mathematics::Rings and Algebras 010102 general mathematics 01 natural sciences 010104 statistics & probability symbols.namesake Planar Intersection Wiener process Mathematics::Quantum Algebra Modeling and Simulation Bounded function Local time symbols 0101 mathematics Mathematics::Representation Theory Brownian motion Mathematics |
| Zdroj: | Stochastics. 91:143-154 |
| ISSN: | 1744-2516 1744-2508 |
| DOI: | 10.1080/17442508.2018.1521412 |
| Popis: | 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... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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