Journal article

Existence and regularization of the local times of a Gaussian process

Abstract

We study an existence result in the mean square sense of the local times of a one-dimensional Gaussian process defined by an indefinite Wiener integral. For any spatial dimension, we prove that the local times of a Gaussian process, after appropriatelly renormalized, exist as White noise distributions. We also present a regularization of the local times and show a convergence result in Hida distributions space.

Keywords

Local timesb Gaussian processwhite noise analysis

80 views · 14 downloads