Andrey Dorogovtsev, Olga Izyumtseva, Georgii Riabov, Naoufel Salhi
Published 2016-08-03Version 1
In the article we present chaotic decomposition and analog of the Clark formula for the local time of Gaussian integrators. Since the integral with respect to Gaussian integrator is understood in Skorokhod sense, then there exist more than one Clark representation for the local time. We present different representations and discuss the representation with the minimal L_2-norm.
Moments estimates for local times of one class of Gaussian processes
Integration-by-Parts Characterizations of Gaussian Processes
A CLT for the $L^{2}$ moduli of continuity of local times of Levy processes
![QR code for arXiv:1608.01145 [math.PR]](http://oss.arxitics.com/images/favicon.svg)