Existence and regularization of the local times of a Gaussian process

Herry Pribawanto SURYAWAN

Makale detayları

Existence and regularization of the local times of a Gaussian process

Yazarlar:

Herry Pribawanto SURYAWAN

Yayıncı:

Hacettepe University

Ana Başlıklar:

Matematik

Dergi:

Hacettepe Journal of Mathematics and Statistics 2018 Vol.47 Issue 5, pp.1206-1215

Belge Tipi:

Makale

Yayın Tarihi:

10/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000451804

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

Özet:

 

We study an existence result in the mean square sense of the local times of a one-dimensional Gaussian process defined by an indefinite Wiener integral. For any spatial dimension, we prove that the local times of a Gaussian process, after appropriatelly renormalized, exist as White noise distributions. We also present a regularization of the local times and show a convergence result in Hida distributions space.

Makale detayları

Existence and regularization of the local times of a Gaussian process

Yazarlar: Herry Pribawanto SURYAWAN

Yayıncı: Hacettepe University

Ana Başlıklar: Matematik

Dergi: Hacettepe Journal of Mathematics and Statistics 2018 Vol.47 Issue 5, pp.1206-1215

Belge Tipi: Makale

Yayın Tarihi: 10/2018

Belge Dili: İngilizce

Document ID (Org No.): 2000451804

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

Sayı

Yazarlar:

Herry Pribawanto SURYAWAN

Yayıncı:

Hacettepe University

Ana Başlıklar:

Matematik

Dergi:

Hacettepe Journal of Mathematics and Statistics 2018 Vol.47 Issue 5, pp.1206-1215

Belge Tipi:

Makale

Yayın Tarihi:

10/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000451804

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X