Local times of self-intersection and sample path properties of Volterra Gaussian processes
Probability
2024-09-09 v1 Functional Analysis
Methodology
Abstract
We study a Volterra Gaussian process of the form where is a Wiener process and is a continuous kernel. In dimension one, we prove a law of the iterated logarithm, discuss the existence of local times and verify a continuous dependence between the local time and the kernel that generates the process. Furthermore, we prove the existence of the Rosen renormalized self-intersection local times for a planar Gaussian Volterra process.
Keywords
Cite
@article{arxiv.2409.04377,
title = {Local times of self-intersection and sample path properties of Volterra Gaussian processes},
author = {Olga Izyumtseva and Wasiur R. KhudaBukhsh},
journal= {arXiv preprint arXiv:2409.04377},
year = {2024}
}
Comments
25 pages, no figures