Related papers: Clark representation for self-intersection local t…
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 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 the paper we investigate the local times for Gaussian integrators. Every Gaussian integrator can be associated with the continuous linear operator in the space of square integrable functions. We present conditions of existence and study…
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…
In the paper $k$-multiple self-intersection local time for planar Gaussian integrators generated by linear operator with nontrivial kernel is studied. In this case additional singularities arise in its formal Fourier--Wiener transform. In…
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 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…
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.
Hermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We derive new representations of Hermite processes with multiple Wiener-It\^o integrals,…
This paper examines the existence of the self-intersection local time for a superprocess over a stochastic flow in dimensions $d\leq3$, which through constructive methods, results in a Tanaka-like representation. The superprocess over a…
We give sufficient conditions for a nonlocal perturbation of an integral kernel to be locally in time comparable with the kernel.
We prove the compatibility of the local and global Langlands correspondences at places dividing l for the l-adic Galois representations associated to regular algebraic conjugate self-dual cuspidal automorphic representations of GL_n over an…
In the paper Dynkin construction for self-intersection local time of planar Wiener process is extended on Hilbert-valued weights.
In quantum mechanics, time is introduced as a non-measurable quantity, as there is no possibility to build a hermitian operator canonically conjugated to the Hamiltonian. We cannot have, therefore, the time operator, which means that the…
We propose a novel non-iterative domain decomposition time integrator for acoustic wave equations using a discontinuous Galerkin discretization in space. It is based on a local Crank-Nicolson approximation combined with a suitable local…
Fourier-Wiener transform of the formal expression for multiple self-intersection local time is described in terms of the integral, which is divergent on the diagonals. The method of regularization we use in this work related to…
We propose an explicit numerical method for the periodic Korteweg-de Vries equation. Our method is based on a Lawson-type exponential integrator for time integration and the Rusanov scheme for Burgers' nonlinearity. We prove first-order…
If \beta_t is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee^{\gamma\beta_1} is finite or infinite in terms of the best constant of a Gagliardo-Nirenberg inequality. We prove large deviation…
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…