School of Mathematical Sciences
 

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Olga Iziumtseva

Research Associate,

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Recent Publications

  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2019. Asymptotics of intersection local time for diffusion processes Lithuanian Mathematical Journal. 59, 519-534
  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2019. Hilbert-valued self-intersection local times for planar Brownian motion Stochastics. 91, 1, 143-154
  • O. IZYUMTSEVA, A. DOROGOVTSEV and N. SALHI, 2018. Clark representation for self-intersection local times of Gaussian integrators Ukrainian Mathematical Journal. 70, 12, 1587-1614
  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2016. Local time of self-intersection Ukrainian Mathematical Journal. 68, 3, 325-379
  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2019. Asymptotics of intersection local time for diffusion processes Lithuanian Mathematical Journal. 59, 519-534
  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2019. Hilbert-valued self-intersection local times for planar Brownian motion Stochastics. 91, 1, 143-154
  • O. IZYUMTSEVA, A. DOROGOVTSEV and N. SALHI, 2018. Clark representation for self-intersection local times of Gaussian integrators Ukrainian Mathematical Journal. 70, 12, 1587-1614
  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2016. Local time of self-intersection Ukrainian Mathematical Journal. 68, 3, 325-379
  • O. IZYUMTSEVA, A. DOROGOVTSEV, G. RIABOV and N. SALHI, 2016. Clark formula for local time for one class of Gaussian processes Communications on Stochastic Analysis. 10, 2, 239-255
  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2015. Properties of Gaussian local times Lithuanian Mathematical Journal. 4, 489-505
  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2015. On self-intersection local times for generalized Brownian bridges and the distance between step functions Theory of Stochastic Processes. 20(36), 1, 1-13
  • O. IZYUMTSEVA, 2014. On the local times for Gaussian integrators Theory of Stochastic Processes. 19(35), 1, 11-25
  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2014. Self-intersection local times for Gaussian processes in the plane Doklady Academii Nauk. 454, 3, 262-264
  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2013. Asymptotic and geometric properties of compactly perturbed Wiener process and self-intersection local time Communications on Stochastic Analysis. 7, 2, 337-348
  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2011. On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process Theory of Stochastic Processes. 17 (33), 1, 28-38
  • O. IZYUMTSEVA and A. DOROGOVTSEV, 2011. Self-intersection local times for Gaussian processes Lap Lambert Academic Publishing, Germany.
  • O. IZYUMTSEVA, 2009. Another view on the local time of self-intersection for a function of Wiener process Theory of Stochastic Processes. 15(33), 2, 119-125
  • O. IZYUMTSEVA, 2008. Self-intersection local time constructed by singular measure Mathematical Bulletin of the Shevchenko Scientific Society. 5, 47-62
  • O. IZYUMTSEVA, 2008. The constant of renormalization for self-intersection local time of diffusion process in the plane Ukrainian Mathematical Journal. 60, 11, 1489-1498
  • O. IZYUMTSEVA, 2008. Some remarks about multiple self-intersection local time Odesa National Mathematical Herald. Mathematics and Mechanics. 13, 18, 45-33
  • O. IZYUMTSEVA, Moments estimates for local times of a class of Gaussian processes Communications on Stochastic Analysis. 10, 1, 97-116

School of Mathematical Sciences

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