Existence and regularization of the local times of a Gaussian process

MaRDI QIDQ5154536zbMATH OpenFDO

Authors H. P. Suryawan

Publication date 5 October 2021

Full work available at URL https://dergipark.org.tr/en/pub/hujms/issue/39860/471135

zbMATH Keywords

b-Gaussian processlocal timeswhite noise analysis

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Distributions on infinite-dimensional spaces (46F25) Gaussian processes (60G15) White noise theory (60H40) Local time and additive functionals (60J55)

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Cites work

• A white noise approach to the Feynman integrand for electrons in random media
• A white noise approach to the self-intersection local times of a Gaussian process
• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• scientific article; zbMATH DE number 408258 (Why is no real title available?)
• scientific article; zbMATH DE number 885958 (Why is no real title available?)
• Intersection local times as generalized white noise functionals
• Intersection local times of fractional Brownian motions with H\in(0,1) as generalized white noise functionals
• Local times for multifractional Brownian motion in higher dimensions: A white noise approach
• Polymer measure: Varadhan's renormalization revisited
• The local time of self-intersections of Brownian motions as generalized Brownian functionals
• Wick calculus in Gaussian analysis

Cited in

(12)

• Correction to: Local nondeterminism and the zeros of Gaussian processes
• On tail probability of local times of Gaussian processes
• Explicit form of the time operator of a Gaussian stationary process
• Local time for Gaussian processes as an element of Sobolev space
• On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process
• scientific article; zbMATH DE number 6379261 (Why is no real title available?)
• Regularity of local times of Gaussian self-similar quasi-helices
• scientific article; zbMATH DE number 3994649 (Why is no real title available?)
• Existence of generalized local times for Gaussian random fields
• A white noise approach to the self-intersection local times of a Gaussian process
• Optimal condition-based maintenance strategy for a three-state system under dependent competing failures
• On the existence of local times: A geometric study

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