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math.PR2011
Multiplicative white noise functionals and the Krylov-Veretennikov expansion for coalescing stochastic flows
Andrey A. Dorogovtsev
In this article we consider multiplicative operator-valued white noise functionals related to a stochastic flow. A generalization of the Krylov-Veretennikov expansion is presented.…
math.PR2011★ 1 cited
On regularization of formal Fourier--Wiener transform of the self-intersection local time of planar Gaussian process
Andrey A. Dorogovtsev, Olga L. Izumtseva
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 o…