Existence of generalized local times for Gaussian random fields
We consider a Gaussian centered random field that has values in the Euclidean space. We investigate the existence of local time for the random field as a generalized functional, an element of the Sobolev space constructed for our random field. We give the sufficient condition for such an existence in...
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| Datum: | 2006 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2006
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4449 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Existence of generalized local times for Gaussian random fields / A. Rudenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 142–153. — Бібліогр.: 6 назв.— англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| Zusammenfassung: | We consider a Gaussian centered random field that has values in the Euclidean space.
We investigate the existence of local time for the random field as a generalized functional, an element of the Sobolev space constructed for our random field. We give the
sufficient condition for such an existence in terms of the field covariation and apply it
in a few examples: the Brownian motion with additional weight and the intersection
local time of two Brownian motions.
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| ISSN: | 0321-3900 |