2019
Том 71
№ 7

All Issues

Clark representation for local times of self-intersection of Gaussian integrators

Dorogovtsev A. A., Izyumtseva O. L., Salhi N.


Abstract

We prove the existence of a multiple local time of self-intersection for a class of Gaussian integrators generated by operators with finite-dimensional kernel, describe its Ito – Wiener expansion and establish the Clark representation.

Citation Example: Dorogovtsev A. A., Izyumtseva O. L., Salhi N. Clark representation for local times of self-intersection of Gaussian integrators // Ukr. Mat. Zh. - 2018. - 70, № 12. - pp. 1587-1614.