4 citations · 4 across the 3 of their papers we have counts for
4 papers
Local times of self-intersection and sample path properties of Volterra Gaussian processes
Olga Izyumtseva, Wasiur R. KhudaBukhsh
We study a Volterra Gaussian process of the form where is a Wiener process and is a continuous kernel. In dimension one, we prove a law of the…
Self-intersection local times of random fields in stochastic flows
Andrey Dorogovtsev, Alexander Gnedin, Olga Izyumtseva
In this article we study transformations of Gaussian field by stochastic flow on the plane. A stochastic flow is a solution to the equation with interaction whose coefficients depe…
Moments estimates for local times of one class of Gaussian processes
Olga Izyumtseva
In present paper we prove an existence and give a moments estimate for the local time of Gaussian integrators. Every Gaussian integrator is associated with a continuous linear oper…
On self-intersection local times for generalized Brownian bridges and the distance between step functions
A. A. Dorogovtsev, O. L. Izyumtseva
In the paper -multiple self-intersection local time for planar Gaussian integrators generated by linear operator with nontrivial kernel is studied. In this case additional singu…