Existence and regularization of the local times of a Gaussian process

Authors : Herry Pribawanto SURYAWAN

Pages : 1206-1215

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Publication Date : 2018-10-16

Article Type : Research Paper

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 times, b Gaussian process, white noise analysis