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

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

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.
Published
25.12.2018
How to Cite
IzyumtsevaO. L., DorogovtsevA. A., and SalhiN. “Clark Representation for Local times of Self-Intersection of Gaussian Integrators”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 70, no. 12, Dec. 2018, pp. 1587-14, http://umj.imath.kiev.ua/index.php/umj/article/view/1663.
Section
Research articles