Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
In this paper we introduce a concept of a Brownian trajectory local reflection. Ideologically, this concept is close to the concept of the Brownian local time, which can be considered as the integrated (over time) Dirac delta function of a Brownian trajectory. In the concept of the local reflection, we replace the Dirac delta function by its first derivative.
| Original language | English |
|---|---|
| Title of host publication | Operator Theory and Harmonic Analysis, OTHA 2020 |
| Editors | Alexey N. Karapetyants, Igor V. Pavlov, Albert N. Shiryaev |
| Publisher | Springer Nature |
| Pages | 233-242 |
| Number of pages | 10 |
| ISBN (Print) | 9783030768287 |
| DOIs | |
| State | Published - 2021 |
| Event | International Scientific Conference on Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis, OTHA 2020 - Rostov-on-Don, Russian Federation Duration: 26 Apr 2020 → 30 Apr 2020 |
| Name | Springer Proceedings in Mathematics and Statistics |
|---|---|
| Volume | 358 |
| ISSN (Print) | 2194-1009 |
| ISSN (Electronic) | 2194-1017 |
| Conference | International Scientific Conference on Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis, OTHA 2020 |
|---|---|
| Country/Territory | Russian Federation |
| City | Rostov-on-Don |
| Period | 26/04/20 → 30/04/20 |
ID: 85983834