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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| Datum: | 2007 |
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| ISSN: | 0321-3900 |
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| Format: | Artikel |
| Sprache: | Englisch |
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Інститут математики НАН України
2007
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4508 |
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| 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. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862680272865067008 |
|---|---|
| author | Rudenko, A.V. |
| author_facet | Rudenko, A.V. |
| 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. |
| collection | DSpace DC |
| 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.
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| first_indexed | 2025-12-07T15:45:37Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4508 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T15:45:37Z |
| publishDate | 2007 |
| publisher | Інститут математики НАН України |
| 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 |
| spellingShingle | Local time as an element of the Sobolev space Rudenko, A.V. |
| title | 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_short | Local time as an element of the Sobolev space |
| title_sort | local time as an element of the sobolev space |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4508 |
| work_keys_str_mv | AT rudenkoav localtimeasanelementofthesobolevspace |