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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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Bibliographic Details
Date:	2018
Main Authors:	Izyumtseva, O. L., Dorogovtsev, A. A., Salhi, N., Изюмцева, О. Л., Дороговцев, А. А., Салхи, Н.
Format:	Article
Language:	Russian
Published:	Institute of Mathematics, NAS of Ukraine 2018
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/1663
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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