Existence of generalized local times for Gaussian random fields
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Existence of generalized local times for Gaussian random fields
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| Creator |
Rudenko, A.
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| Description |
We consider a Gaussian centered random field that has values in the Euclidean space. We investigate the existence of local time for the random field as a generalized functional, an element of the Sobolev space constructed for our random field. We give the sufficient condition for such an existence in terms of the field covariation and apply it in a few examples: the Brownian motion with additional weight and the intersection local time of two Brownian motions. |
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| Date |
2009-11-10T14:53:31Z
2009-11-10T14:53:31Z 2006 |
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| Type |
Article
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| Identifier |
Existence of generalized local times for Gaussian random fields / A. Rudenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С. 142–153. — Бібліогр.: 6 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4449 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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