Related papers: Properties of Gaussian local times
In present paper we prove an existence and give a moments estimate for the local time of Gaussian integrators. Every Gaussian integrator is associated with a continuous linear operator in the space of square integrable functions via white…
In this article we discuss the existence of local time for a class of Gaussian processes which appears as the solutions to some stochastic evolution equations. We show that on small intervals such processes are Gaussian integrators…
In the article we present chaotic decomposition and analog of the Clark formula for the local time of Gaussian integrators. Since the integral with respect to Gaussian integrator is understood in Skorokhod sense, then there exist more than…
In present article we prove the existence of multiple self-intersection local times, describe its Ito-Wiener expansion and establish Clark representation for the class of Gaussian integrators generated by operators with a finite dimensional…
In this paper we study the local times of vector-valued Gaussian fields that are `diagonally operator-self-similar' and whose increments are stationary. Denoting the local time of such a Gaussian field around the spatial origin and over the…
The aim of this work is to define and perform a study of local times of all Gaussian processes that have an integral representation over a real interval (that maybe infinite). Very rich, this class of Gaussian processes, contains Volterra…
In this article, we consider fractional derivatives of local time for $d-$dimensional centered Gaussian processes satisfying certain strong local nondeterminism property. We first give a condition for existence of fractional derivatives of…
In this article, we consider derivatives of local time for a $(2,d)$-Gaussian field \[ Z=\big\{ Z(t,s)= X^{H_1}_t -\widetilde{X}^{H_2}_s, s,t \ge 0\big\}, \] where $X^{H_1}$ and $\widetilde{X}^{H_2}$ are two independent processes from a…
In this paper we propose the method to find the hitting probabilities for Gaussian integrators. Using second quantization we obtain the sseries representation for such probabilities despite the fact that integrators can be non-Markov…
We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we…
We study a Volterra Gaussian process of the form $X(t)=\int^t_0K(t,s)d{W(s)},$ where $W$ is a Wiener process and $K$ is a continuous kernel. In dimension one, we prove a law of the iterated logarithm, discuss the existence of local times…
This paper is concerned with the smoothness (in the sense of Meyer-Watanabe) of the local times of Gaussian random fields. Sufficient and necessary conditions for the existence and smoothness of the local times, collision local times, and…
We study the existence and regularity of local times for general $d$-dimensional stochastic processes. We give a general condition for their existence and regularity properties. To emphasize the contribution of our results, we show that…
We consider multifractional process given by double Ito--Wiener integrals, which generalize the multifractional Rosenblatt process. We prove that this process is continuous and has a square integrable local time.
This paper investigate the local times and modulus of nondifferentiability of the spherical Gaussian random fields. We extend the methods for studying the local times of Gaussian to the spherical setting. The new main ingredient is the…
Given a $(2,d)$-Gaussian field \[ Z=\big\{ Z(t,s)= X^{H_1}_t -\tilde{X}^{H_2}_s, s,t \ge 0\big\}, \] where $X^{H_1}$ and $\tilde{X}^{H_2}$ are independent $d$-dimensional centered Gaussian processes satisfying certain properties, we will…
We present an index for the local sensitivity of spatiotemporal structures in coupled oscillatory systems based on the asymptotic scaling of local-in-space, finite-time Lyapunov Exponents. For a system of nonlocally-coupled R\"{o}ssler…
Gaussian wavepacket dynamics has proven to be a useful semiclassical approximation for quantum simulations of high-dimensional systems with low anharmonicity. Compared to Heller's original local harmonic method, the variational Gaussian…
Local gauge symmetries reduce to the identity on the observables, as well as on the physical states (apart from reflexes of the local gauge group topology) and therefore their use in Quantum Field Theory (QFT) asks for a justification of…
The stochastic calculus for Gaussian processes is applied to obtain a Tanaka formula for a Volterra-type multifractional Gaussian process. The existence and regularity properties of the local time of this process are obtained by means of…