We prove the existence of multiple local times of self-intersection for a class of Gaussian integrators generated by operators with finite-dimensional kernels,, describe its Itô–Wiener expansion and establish the Clark representation.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 70, No. 12, pp. 1587–1614, December, 2018.
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Dorogovtsev, A.A., Izyumtseva, O.L. & Salhi, N. Clark Representation for Local Times of Self-Intersection of Gaussian Integrators. Ukr Math J 70, 1829–1860 (2019). https://doi.org/10.1007/s11253-019-01613-y
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DOI: https://doi.org/10.1007/s11253-019-01613-y