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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| Datum: | 2018 |
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| Hauptverfasser: | , , , , , |
| Format: | Artikel |
| Sprache: | Russisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2018
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/1663 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |