6 papers
The Geometry of Gaussian Random Curves
Qingsong Wang, A. A. Dorogovtsev, K. V. Hlyniana +1
In this paper, we investigate some geometric properties of non-smooth random curves within a stochastic flow. We consider a polygonal line , whic…
Universal generalized functionals and finitely absolutely continuous measures on Banach spaces
A. A. Dorogovtsev, Naoufel Salhi
In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely…
Large deviation principle for generalized multiple intersection local times of multidimensional Brownian motion
Andrey A. Dorogovtsev, Naoufel Salhi
In this paper we consider examples of positive generalized Wiener functions and we establish a large deviation principle for the generalized multiple intersection local time of the…
Refinements of asymptotics at zero of Brownian self-intersection local times
A. A. Dorogovtsev, N. Salhi
In this article we establish some estimates related to the Gaussian densities and to Hermite polynomials in order to obtain an almost sure estimate for each term of the Itô-Wiener…
Clark representation for self-intersection local times of Gaussian integrators
A. A. Dorogovtsev, O. L. Izyumtseva, N. Salhi
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…
Clark formula for local time for one class of Gaussian processes
Andrey Dorogovtsev, Olga Izyumtseva, Georgii Riabov +1
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 i…