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...
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| Date: | 2006 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
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Інститут математики НАН України
2006
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4449 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862713105472028672 |
|---|---|
| author | Rudenko, A. |
| author_facet | Rudenko, A. |
| citation_txt | 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. |
| collection | DSpace DC |
| description | 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.
|
| first_indexed | 2025-12-07T17:41:35Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4449 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T17:41:35Z |
| publishDate | 2006 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Rudenko, A. 2009-11-10T14:53:31Z 2009-11-10T14:53:31Z 2006 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. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4449 519.21 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. en Інститут математики НАН України Existence of generalized local times for Gaussian random fields Article published earlier |
| spellingShingle | Existence of generalized local times for Gaussian random fields Rudenko, A. |
| title | Existence of generalized local times for Gaussian random fields |
| title_full | Existence of generalized local times for Gaussian random fields |
| title_fullStr | Existence of generalized local times for Gaussian random fields |
| title_full_unstemmed | Existence of generalized local times for Gaussian random fields |
| title_short | Existence of generalized local times for Gaussian random fields |
| title_sort | existence of generalized local times for gaussian random fields |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4449 |
| work_keys_str_mv | AT rudenkoa existenceofgeneralizedlocaltimesforgaussianrandomfields |