Clark representation for local times of self-intersection of Gaussian integrators
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Publication:2330229
DOI10.1007/S11253-019-01613-YzbMath1461.60055OpenAlexW2958591113MaRDI QIDQ2330229
Publication date: 25 October 2019
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11253-019-01613-y
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)
Cites Work
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- Malliavin's calculus and stochastic integral representations of functional of diffusion processes†
- Stochastic integration and one class of Gaussian random processes
- Hilbert-valued self-intersection local times for planar Brownian motion
- Smoothing Problem in Anticipating Scenario
- The Representation of Functionals of Brownian Motion by Stochastic Integrals
- Brownian local time
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