Clark Representation for Local Times of Self-Intersection of Gaussian Integrators

We prove the existence of multiple local times of self-intersection for a class of Gaussian integrators generated by operators with finite-dimensional kernels,, describe its Itô–Wiener expansion and establish the Clark representation.

Bibliographische Detailangaben

Veröffentlicht in:	Ukrainian mathematical journal 2019-05, Vol.70 (12), p.1829-1860
Hauptverfasser:	Dorogovtsev, A. A., Izyumtseva, O. L., Salhi, N.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Analysis Applications of Mathematics Geometry Integrators Mathematics Mathematics and Statistics Representations Statistics
Online-Zugang:	Volltext
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