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Clark Representation for Local Times of Self-Intersection of Gaussian Integrators

  • A. A. Dorogovtsev
  • O. L. Izyumtseva
  • N. Salhi
Article

We prove the existence of multiple local times of self-intersection for a class of Gaussian integrators generated by operators with finite-dimensional kernels,, describe its Itô–Wiener expansion and establish the Clark representation.

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© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  • A. A. Dorogovtsev
    • 1
  • O. L. Izyumtseva
    • 1
  • N. Salhi
    • 2
  1. 1.Institute of MathematicsUkrainian National Academy of SciencesKyivUkraine
  2. 2.University of Tunis El ManarTunisTunisia

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