Том 71
№ 11

All Issues

Salhi N.

Articles: 1
Article (Russian)

Clark representation for local times of self-intersection of Gaussian integrators

Dorogovtsev A. A., Izyumtseva O. L., Salhi N.

↓ Abstract   |   Full text (.pdf)

Ukr. Mat. Zh. - 2018. - 70, № 12. - pp. 1587-1614

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