Local time as an element of the Sobolev space

MaRDI QIDQ5324893zbMATH OpenFDO

Authors Alexey Rudenko

Publication date 8 August 2009

zbMATH Keywords

fractional Brownian motionGaussian random fieldItô-Wiener expansionlocal timeSobolev space

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)

Recommendations

• Existence of generalized local times for Gaussian random fields
• Local time for Gaussian processes as an element of Sobolev space
• Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields
• Regularity of local times of random fields
• Smoothness of local times and self-intersection local times of Gaussian random fields

Cited in

(9)

• Local times of self-intersection
• Derivatives of local times for some Gaussian fields. II
• Derivatives of local times for some Gaussian fields
• Smoothness of local times and self-intersection local times of Gaussian random fields
• Regularity of local times of random fields
• Local time for Gaussian processes as an element of Sobolev space
• Regularity of local times of Gaussian self-similar quasi-helices
• Existence of generalized local times for Gaussian random fields
• Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields

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