Наукова електронна бібліотека
періодичних видань НАН України
періодичних видань НАН України
Local time as an element of the Sobolev space
Репозиторій DSpace/Manakin
JavaScript is disabled for your browser. Some features of this site may not work without it.
| dc.contributor.author | Rudenko, A.V. | |
| dc.date.accessioned | 2009-11-19T14:00:08Z | |
| dc.date.available | 2009-11-19T14:00:08Z | |
| dc.date.issued | 2007 | |
| dc.identifier.citation | Local time as an element of the Sobolev space / A.V. Rudenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 65–79. — Бібліогр.:12 назв.— англ. | en_US |
| dc.identifier.issn | 0321-3900 | |
| dc.identifier.uri | http://dspace.nbuv.gov.ua/handle/123456789/4508 | |
| dc.description.abstract | For a centered Gaussian random ?eld taking its values in R^d, we investigate the existence of a local time as a generalized functional, i.e an element of some Sobolev space. We give the sfficient condition for such an existence in terms of the field covariation and apply it in several examples: the self-intersection local time for a fractional Brownian motion and the intersection local time for two Brownian motions. | en_US |
| dc.description.sponsorship | Research was partially supported by the Ministry of Education and Science of Ukraine, project GP/F13/0095. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Інститут математики НАН України | en_US |
| dc.title | Local time as an element of the Sobolev space | en_US |
| dc.type | Article | en_US |
| dc.status | published earlier | en_US |
| dc.identifier.udc | 519.21 |
