Self-intersection local times of Volterra Gaussian processes in stochastic flows with interaction

Speaker's Name: Olga Iziumtseva
Speaker's Affiliation: University of Nottingham
Speaker's Research Theme(s): Statistics and Probability,
Abstract:
In this talk, we discuss the existence of multiple self-intersection local times for stochastic processes x(u(s),t), s\in [0,1], where u is a Volterra Gaussian process and x is the solution to the equation with interaction driven by the occupation measure of the process u. It appears that self-intersection local times for the process x(u(s),t), s\in[0,1] can be defined as weighted self-intersection local times for the process u. We present conditions on Volterra Gaussian processes and weight functions sufficient for the existence of weighted self-intersection local times for a large class of unbounded weights.

Venue: A17