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Local time as an element of the Sobolev space
Репозиторій DSpace/Manakin
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Local time as an element of the Sobolev space
УДК:
519.21
Посилання:
Local time as an element of the Sobolev space / A.V. Rudenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 65–79. — Бібліогр.:12 назв.— англ.
Підтримка:
Research was partially supported by the Ministry of Education and Science of Ukraine, project GP/F13/0095.
Дата:
2007
Переглядів:
1132
Завантажень:
681
Анотація:
For a centered Gaussian random ?eld taking its values in R^d, we investigate the existence of a local time as a generalized functional, i.e an element of some Sobolev space. We give the sfficient condition for such an existence in terms of the field covariation and apply it in several examples: the self-intersection local time for a fractional Brownian motion and the intersection local time for two Brownian motions.
