{"title":"Volterra 高斯过程的局部自交时间和样本路径特性","authors":"Olga Izyumtseva, Wasiur R. KhudaBukhsh","doi":"arxiv-2409.04377","DOIUrl":null,"url":null,"abstract":"We study a Volterra Gaussian process of the form\n$X(t)=\\int^t_0K(t,s)d{W(s)},$ where $W$ is a Wiener process and $K$ is a\ncontinuous kernel. In dimension one, we prove a law of the iterated logarithm,\ndiscuss the existence of local times and verify a continuous dependence between\nthe local time and the kernel that generates the process. Furthermore, we prove\nthe existence of the Rosen renormalized self-intersection local times for a\nplanar Gaussian Volterra process.","PeriodicalId":501425,"journal":{"name":"arXiv - STAT - Methodology","volume":"42 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Local times of self-intersection and sample path properties of Volterra Gaussian processes\",\"authors\":\"Olga Izyumtseva, Wasiur R. KhudaBukhsh\",\"doi\":\"arxiv-2409.04377\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We study a Volterra Gaussian process of the form\\n$X(t)=\\\\int^t_0K(t,s)d{W(s)},$ where $W$ is a Wiener process and $K$ is a\\ncontinuous kernel. In dimension one, we prove a law of the iterated logarithm,\\ndiscuss the existence of local times and verify a continuous dependence between\\nthe local time and the kernel that generates the process. Furthermore, we prove\\nthe existence of the Rosen renormalized self-intersection local times for a\\nplanar Gaussian Volterra process.\",\"PeriodicalId\":501425,\"journal\":{\"name\":\"arXiv - STAT - Methodology\",\"volume\":\"42 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-09-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - STAT - Methodology\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2409.04377\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - STAT - Methodology","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2409.04377","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Local times of self-intersection and sample path properties of Volterra Gaussian processes
We study a Volterra Gaussian process of the form
$X(t)=\int^t_0K(t,s)d{W(s)},$ where $W$ is a Wiener process and $K$ is a
continuous kernel. In dimension one, we prove a law of the iterated logarithm,
discuss the existence of local times and verify a continuous dependence between
the local time and the kernel that generates the process. Furthermore, we prove
the existence of the Rosen renormalized self-intersection local times for a
planar Gaussian Volterra process.