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

DOI10.1007/S11253-019-01613-YMaRDI QIDQ2330229zbMATH OpenOpenAlexFDO

Authors Yanyan Li

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

zbMATH Keywords

self-intersection of Gaussian integrators

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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Cites work

• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Brownian local time
• Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
• Hilbert-valued self-intersection local times for planar Brownian motion
• scientific article; zbMATH DE number 6379261 (Why is no real title available?)
• scientific article; zbMATH DE number 844027 (Why is no real title available?)
• Lectures on stochastic differential equations and Malliavin calculus
• Local times of self-intersection
• Malliavin's calculus and stochastic integral representations of functional of diffusion processes^†
• On self-intersection local times for generalized Brownian bridges and the distance between step functions
• Properties of Gaussian local times
• Selected works. Edited by Andrey A. Dorogovtsev, Alexey Kulik, Andrey Pilipenko, Mykola I. Portenko and Albert N. Shiryaev
• Smoothing Problem in Anticipating Scenario
• Stochastic integration and one class of Gaussian random processes
• The \(P(\phi )_{2}\) Euclidean (quantum) field theory.
• The Representation of Functionals of Brownian Motion by Stochastic Integrals

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