On regularization of formal Fourier--Wiener transform of the self-intersection local time of planar Gaussian process

zbMath1249.60073arXiv1105.3892MaRDI QIDQ2896738

Andrey A. Dorogovtsev, O. L. Izyumtseva

Publication date: 16 July 2012

Full work available at URL: https://arxiv.org/abs/1105.3892

zbMATH Keywords

local nondeterminism; Fourier-Wiener transform; multiple self-intersection local time

Mathematics Subject Classification ID

60G15: Gaussian processes

60H40: White noise theory

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