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arXiv · 1801.06199

Clark representation for self-intersection local times of Gaussian integrators

A. A. Dorogovtsev·O. L. Izyumtseva·N. Salhi
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Abstract

In present article we prove the existence of multiple self-intersection local times, describe its Ito-Wiener expansion and establish Clark representation for the class of Gaussian integrators generated by operators with a finite dimensional kernel.

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A. A. Dorogovtsev, O. L. Izyumtseva, N. Salhi. 2018-01-18. Clark representation for self-intersection local times of Gaussian integrators. https://arxiv.org/abs/1801.06199

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