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math.PR2016
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…
math.PR2016★ 4 cited
The rate of weak convergence of the n-point motions of Harris flows
A. A. Dorogovtsev, V. V. Fomichov
In this paper we discuss the Wasserstein distance between the n-point motions of Harris flows whose covariance functions have compact support. We prove that it can be estimated by…