Properties of Gaussian local times

Andrey Dorogovtsev; Olga Iziumtseva

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arXiv · 1410.4924

Properties of Gaussian local times

Andrey Dorogovtsev·Olga Iziumtseva

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Abstract

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 the properties of the local times for integrators in terms of associated operators.

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Andrey Dorogovtsev, Olga Iziumtseva. 2014-10-18. Properties of Gaussian local times. https://arxiv.org/abs/1410.4924

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