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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2014, том 19(35), выпуск 1, страницы 11–25 (Mi thsp2)

Эта публикация цитируется в 1 статье

On the local times for Gaussian integrators

O. L. Izyumtseva

Institute of Mathematics, Ukrainian National Academy of Sciences, Tereshchenkivska str. 3, 01601, Kiev, Ukraine

Аннотация: For the Gaussian integrators with values in $\mathbb{R}$ and $\mathbb{R}^2$ the properties of the local time is investigated in terms of the operator which determines the geometry of covariance function. The explicit formula for the modulus of continuity of Gaussian integrators is obtained.

Ключевые слова: Integrator, white noise, local time, self-intersection local time, local nondeterminism, modulus of continuity.

MSC: 60G15, 60H40, 60J55, 60J65

Язык публикации: английский



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