Properties of Gaussian local times

2014/10/18 by Andrey Dorogovtsev, Dorogovtsev, Andrey, Olga Iziumtseva +1
Mathematics · #60G15 #60G17 #60H40 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60G15 #msc:60G17 #msc:60H40

paper · pdf · doi:10.48550/arxiv.1410.4924

24 pages

arxiv created 2014/10/18 · arxiv updated 2014/10/21

Abstract

In the paper we investigate the local times for Gaussian integrators. Every Gaussian integrator can be associated with the continuous linear operator in the space of square integrable functions. We present conditions of existence and study the properties of the local times for integrators in terms of associated operators.

Related

• Moments estimates for local times of one class of Gaussian processes
• Clark representation for self-intersection local times of Gaussian integrators
• Clark formula for local time for one class of Gaussian processes
• On local time for the solution to a white noise driven heat equation
• Local Times of Gaussian Processes