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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2014 Volume 19(35), Issue 1, Pages 11–25 (Mi thsp2)

This article is cited in 1 paper

On the local times for Gaussian integrators

O. L. Izyumtseva

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

Abstract: 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.

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

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

Language: English



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