Self-intersection local times for Gaussian processes in the plane

DOI10.1134/S1064562414010141zbMATH Open1312.60037MaRDI QIDQ403929FDOQ403929

Authors: O. L. Izyumtseva, A. A. Dorogovtsev 

Publication date: 29 August 2014

Published in: Doklady Mathematics (Search for Journal in Brave)

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zbMATH Keywords

Gaussian processesself-intersection local times

Mathematics Subject Classification ID

Gaussian processes (60G15) Local time and additive functionals (60J55)

Cites Work

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• Regularized self-intersection local times of planar Brownian motion
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• Stochastic processes: Theory and methods
• Wiener sausage and self-intersection local times

Cited In (10)

• On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process
• Local times of self-intersection
• Title not available (Why is that?)
• On self-intersection local times for generalized Brownian bridges and the distance between step functions
• Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
• DIVERGENCE RESULTS FOR SELF-INTERSECTION LOCAL TIMES OF GAUSSIAN ${\mathscr S}' ({\mathbb R}^d)$-PROCESSES
• Self-intersection local time of order \(k\) for Gaussian processes in \({\mathcal S}^ \prime (\mathbb R^ {d})\).
• The self-intersections of a Gaussian random field
• On the local time of self-intersection for a Wiener process generated by a singular measure
• Another view on the local time of self-intersections for a function of the Wiener process

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