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Probability Seminar

Monday, 01 October, 2012

SPEAKER: Dr. Olga L. Iziumtseva

TITLE: On regularization of the formal Fourier - Wiener transform of the self-intersection local time of planar Gaussian process

ABSTRACT: The Fourier--Wiener transform of the formal expression for a multiple self-intersection local time is described in terms of an integral, which is divergent on the diagonals. The method of regularization we used in this work is related to the regularization of functions with non integrable singularities.  As an example, the problem of regularization is solved for a compactly perturbed Wiener process.




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