Existence of generalized local times for Gaussian random fields

• Date: 2006
• Main Author: Rudenko, A.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2006
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4449
• 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.

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...