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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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Інститут математики НАН України
2007
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irk-123456789-45082009-11-20T12:01:00Z Local time as an element of the Sobolev space Rudenko, A.V. 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 self-intersection local time for a fractional Brownian motion and the intersection local time for two Brownian motions. 2007 Article Local time as an element of the Sobolev space / A.V. Rudenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 65–79. — Бібліогр.:12 назв.— англ. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4508 519.21 en Інститут математики НАН України |
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English |
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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 self-intersection local time for a fractional Brownian motion and the intersection local time for two Brownian motions. |
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Article |
author |
Rudenko, A.V. |
spellingShingle |
Rudenko, A.V. Local time as an element of the Sobolev space |
author_facet |
Rudenko, A.V. |
author_sort |
Rudenko, A.V. |
title |
Local time as an element of the Sobolev space |
title_short |
Local time as an element of the Sobolev space |
title_full |
Local time as an element of the Sobolev space |
title_fullStr |
Local time as an element of the Sobolev space |
title_full_unstemmed |
Local time as an element of the Sobolev space |
title_sort |
local time as an element of the sobolev space |
publisher |
Інститут математики НАН України |
publishDate |
2007 |
url |
http://dspace.nbuv.gov.ua/handle/123456789/4508 |
citation_txt |
Local time as an element of the Sobolev space / A.V. Rudenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 65–79. — Бібліогр.:12 назв.— англ. |
work_keys_str_mv |
AT rudenkoav localtimeasanelementofthesobolevspace |
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2023-03-24T08:30:27Z |
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2023-03-24T08:30:27Z |
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