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Local time as an element of the Sobolev space
For a centered Gaussian random ?eld taking its values in R^d, we investigate the existence of a local time as a generalized functional, i.e an element of some Sobolev space. We give the sfficient condition for such an existence in terms of the field covariation and apply it in several examples: the...
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Format: | Article |
Language: | English |
Published: |
Інститут математики НАН України
2007
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Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4508 |
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