Existence and Regularization of the Local Times of a Gaussian Process
Author(s) -
Herry Pribawanto Suryawan
Publication year - 2017
Publication title -
hacettepe journal of mathematics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.312
H-Index - 26
ISSN - 1303-5010
DOI - 10.15672/hjms.2017.497
Subject(s) - mathematics , regularization (linguistics) , gaussian process , gaussian , artificial intelligence , physics , quantum mechanics , computer science
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.
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