Local Time and Local Reflection of the Wiener Process

Standard

Local Time and Local Reflection of the Wiener Process. / Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M.

Operator Theory and Harmonic Analysis, OTHA 2020. ed. / Alexey N. Karapetyants; Igor V. Pavlov; Albert N. Shiryaev. Springer Nature, 2021. p. 233-242 (Springer Proceedings in Mathematics and Statistics; Vol. 358).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

Harvard

Ibragimov, IA , Smorodina, NV & Faddeev, MM 2021, Local Time and Local Reflection of the Wiener Process. in AN Karapetyants, IV Pavlov & AN Shiryaev (eds), Operator Theory and Harmonic Analysis, OTHA 2020. Springer Proceedings in Mathematics and Statistics, vol. 358, Springer Nature, pp. 233-242, International Scientific Conference on Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis, OTHA 2020, Rostov-on-Don, Russian Federation, 26/04/20. https://doi.org/10.1007/978-3-030-76829-4_12

APA

Ibragimov, I. A., Smorodina, N. V., & Faddeev, M. M. (2021). Local Time and Local Reflection of the Wiener Process. In A. N. Karapetyants, I. V. Pavlov, & A. N. Shiryaev (Eds.), Operator Theory and Harmonic Analysis, OTHA 2020 (pp. 233-242). (Springer Proceedings in Mathematics and Statistics; Vol. 358). Springer Nature. https://doi.org/10.1007/978-3-030-76829-4_12

Vancouver

Ibragimov IA , Smorodina NV , Faddeev MM. Local Time and Local Reflection of the Wiener Process. In Karapetyants AN, Pavlov IV, Shiryaev AN, editors, Operator Theory and Harmonic Analysis, OTHA 2020. Springer Nature. 2021. p. 233-242. (Springer Proceedings in Mathematics and Statistics). https://doi.org/10.1007/978-3-030-76829-4_12

Author

Ibragimov, I. A. ; Smorodina, N. V. ; Faddeev, M. M. / Local Time and Local Reflection of the Wiener Process. Operator Theory and Harmonic Analysis, OTHA 2020. editor / Alexey N. Karapetyants ; Igor V. Pavlov ; Albert N. Shiryaev. Springer Nature, 2021. pp. 233-242 (Springer Proceedings in Mathematics and Statistics).

BibTeX

@inproceedings{883a08a844fe4bb790747caef983805a,

title = "Local Time and Local Reflection of the Wiener Process",

abstract = "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.",

keywords = "Limit theorem, Local time, Wiener process",

author = "Ibragimov, {I. A.} and Smorodina, {N. V.} and Faddeev, {M. M.}",

note = "Publisher Copyright: {\textcopyright} 2021, The Author(s), under exclusive license to Springer Nature Switzerland AG.; International Scientific Conference on Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis, OTHA 2020 ; Conference date: 26-04-2020 Through 30-04-2020",

year = "2021",

doi = "10.1007/978-3-030-76829-4_12",

language = "English",

isbn = "9783030768287",

series = "Springer Proceedings in Mathematics and Statistics",

publisher = "Springer Nature",

pages = "233--242",

editor = "Karapetyants, {Alexey N.} and Pavlov, {Igor V.} and Shiryaev, {Albert N.}",

booktitle = "Operator Theory and Harmonic Analysis, OTHA 2020",

address = "Germany",

}

RIS

TY - GEN

T1 - Local Time and Local Reflection of the Wiener Process

AU - Ibragimov, I. A.

AU - Smorodina, N. V.

AU - Faddeev, M. M.

PY - 2021

Y1 - 2021

N2 - 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.

AB - 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.

KW - Limit theorem

KW - Local time

KW - Wiener process

UR - http://www.scopus.com/inward/record.url?scp=85115257474&partnerID=8YFLogxK

UR - https://www.mendeley.com/catalogue/eeccb8b3-0037-395a-9c83-b5c7ca574e49/

U2 - 10.1007/978-3-030-76829-4_12

DO - 10.1007/978-3-030-76829-4_12

M3 - Conference contribution

AN - SCOPUS:85115257474

SN - 9783030768287

T3 - Springer Proceedings in Mathematics and Statistics

SP - 233

EP - 242

BT - Operator Theory and Harmonic Analysis, OTHA 2020

A2 - Karapetyants, Alexey N.

A2 - Pavlov, Igor V.

A2 - Shiryaev, Albert N.

PB - Springer Nature

T2 - International Scientific Conference on Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis, OTHA 2020

Y2 - 26 April 2020 through 30 April 2020

ER -

ID: 85983834