On the local times for Gaussian integrators
Teoriâ slučajnyh processov, Tome 19 (2014) no. 1, pp. 11-25

Voir la notice de l'article provenant de la source Math-Net.Ru

For the Gaussian integrators with values in $\mathbb{R}$ and $\mathbb{R}^2$ the properties of the local time is investigated in terms of the operator which determines the geometry of covariance function. The explicit formula for the modulus of continuity of Gaussian integrators is obtained.
Keywords: Integrator, white noise, local time, self-intersection local time, local nondeterminism, modulus of continuity.
@article{THSP_2014_19_1_a1,
     author = {O. L. Izyumtseva},
     title = {On the local times for {Gaussian} integrators},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {11--25},
     publisher = {mathdoc},
     volume = {19},
     number = {1},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2014_19_1_a1/}
}
TY  - JOUR
AU  - O. L. Izyumtseva
TI  - On the local times for Gaussian integrators
JO  - Teoriâ slučajnyh processov
PY  - 2014
SP  - 11
EP  - 25
VL  - 19
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/THSP_2014_19_1_a1/
LA  - en
ID  - THSP_2014_19_1_a1
ER  - 
%0 Journal Article
%A O. L. Izyumtseva
%T On the local times for Gaussian integrators
%J Teoriâ slučajnyh processov
%D 2014
%P 11-25
%V 19
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/THSP_2014_19_1_a1/
%G en
%F THSP_2014_19_1_a1
O. L. Izyumtseva. On the local times for Gaussian integrators. Teoriâ slučajnyh processov, Tome 19 (2014) no. 1, pp. 11-25. http://geodesic.mathdoc.fr/item/THSP_2014_19_1_a1/