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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. ред. / Alexey N. Karapetyants; Igor V. Pavlov; Albert N. Shiryaev. Springer Nature, 2021. стр. 233-242 (Springer Proceedings in Mathematics and Statistics; Том 358).

Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование

Harvard

Ibragimov, IA , Smorodina, NV & Faddeev, MM 2021, Local Time and Local Reflection of the Wiener Process. в AN Karapetyants, IV Pavlov & AN Shiryaev (ред.), Operator Theory and Harmonic Analysis, OTHA 2020. Springer Proceedings in Mathematics and Statistics, Том. 358, Springer Nature, стр. 233-242, International Scientific Conference on Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis, OTHA 2020, Rostov-on-Don, Российская Федерация, 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. в A. N. Karapetyants, I. V. Pavlov, & A. N. Shiryaev (Ред.), Operator Theory and Harmonic Analysis, OTHA 2020 (стр. 233-242). (Springer Proceedings in Mathematics and Statistics; Том 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. в Karapetyants AN, Pavlov IV, Shiryaev AN, Редакторы, Operator Theory and Harmonic Analysis, OTHA 2020. Springer Nature. 2021. стр. 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. Редактор / Alexey N. Karapetyants ; Igor V. Pavlov ; Albert N. Shiryaev. Springer Nature, 2021. стр. 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