Clark representation for self-intersection local times of Gaussian integrators
Probability
2018-05-28 v2
Abstract
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 kernel.
Cite
@article{arxiv.1801.06199,
title = {Clark representation for self-intersection local times of Gaussian integrators},
author = {A. A. Dorogovtsev and O. L. Izyumtseva and N. Salhi},
journal= {arXiv preprint arXiv:1801.06199},
year = {2018}
}