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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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Main Author: Rudenko, A.V.
Format: Article
Language:English
Published: Інститут математики НАН України 2007
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/4508
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spelling 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
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
language English
description 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.
format 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.
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first_indexed 2023-03-24T08:30:27Z
last_indexed 2023-03-24T08:30:27Z
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