Clark representation for local times of self-intersection of Gaussian integrators
AbstractWe 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.
How to Cite
Izyumtseva, O. L., A. A. Dorogovtsev, and N. Salhi. “Clark Representation for Local times of Self-Intersection of Gaussian Integrators”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 70, no. 12, Dec. 2018, pp. 1587-14, https://umj.imath.kiev.ua/index.php/umj/article/view/1663.