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...
Gespeichert in:
| Datum: | 2007 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2007
|
| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4508 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-4508 |
|---|---|
| record_format |
dspace |
| spelling |
Rudenko, A.V. 2009-11-19T14:00:08Z 2009-11-19T14:00:08Z 2007 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 https://nasplib.isofts.kiev.ua/handle/123456789/4508 519.21 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. Research was partially supported by the Ministry of Education and Science of Ukraine, project GP/F13/0095. en Інститут математики НАН України Local time as an element of the Sobolev space Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Local time as an element of the Sobolev space |
| spellingShingle |
Local time as an element of the Sobolev space Rudenko, A.V. |
| 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 |
| author |
Rudenko, A.V. |
| author_facet |
Rudenko, A.V. |
| publishDate |
2007 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.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 |
| first_indexed |
2025-12-07T15:45:37Z |
| last_indexed |
2025-12-07T15:45:37Z |
| _version_ |
1850864919839244288 |