Clark representation for local times of self-intersection of Gaussian integrators
We prove the existence of a multiple local time of self-intersection for a class of Gaussian integrators generated by operators with finite-dimensional kernel, describe its Ito – Wiener expansion and establish the Clark representation.
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| Date: | 2018 |
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| Main Authors: | , , , , , |
| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2018
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/1663 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Summary: | We prove the existence of a multiple local time of self-intersection for a class of Gaussian integrators generated by operators with finite-dimensional kernel, describe its Ito – Wiener expansion and establish the Clark representation. |
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