Local time as an element of the Sobolev space
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Local time as an element of the Sobolev space
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| Creator |
Rudenko, A.V.
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| 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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| Date |
2009-11-19T14:00:08Z
2009-11-19T14:00:08Z 2007 |
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| Type |
Article
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| Identifier |
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 http://dspace.nbuv.gov.ua/handle/123456789/4508 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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